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 | 0,56% | 1,75 CHF | 1,76 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 97 934 CHF | 98 479 CHF | 99,48% | 99,48% |
19/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 99 043 CHF | 99 587 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 102 464 CHF | 102 994 CHF | 99,90% | 99,90% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 101 851 CHF | 102 382 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 100 433 CHF | 100 973 CHF | 98,66% | 98,66% |
13/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 100 056 CHF | 100 597 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 101 593 CHF | 102 128 CHF | 99,88% | 99,88% |
11/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 104 081 CHF | 104 611 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 54 000 | 54 000 | 53 962 | 53 962 | 100 978 CHF | 101 518 CHF | 99,04% | 99,04% |
07/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 102 406 CHF | 102 934 CHF | 100,00% | 100,00% |