Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 97 541 CHF | 98 101 CHF | 99,48% | 99,48% |
19/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 56 000 | 56 000 | 56 528 | 56 528 | 97 126 CHF | 97 691 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 98 633 CHF | 99 193 CHF | 99,89% | 99,89% |
15/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 97 811 CHF | 98 371 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 56 000 | 56 000 | 58 616 | 58 616 | 98 515 CHF | 99 101 CHF | 98,67% | 98,67% |
13/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 98 047 CHF | 98 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 98 015 CHF | 98 575 CHF | 99,88% | 99,88% |
11/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 99 918 CHF | 100 477 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 98 121 CHF | 98 681 CHF | 99,04% | 99,04% |
07/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 101 283 CHF | 101 843 CHF | 100,00% | 100,00% |