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 | 1,02% | 0,98 CHF | 0,99 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 51 538 CHF | 52 065 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 50 088 CHF | 50 623 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 48 050 CHF | 48 586 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 45 669 CHF | 46 210 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 42 167 CHF | 42 715 CHF | 99,33% | 99,33% |
13/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 44 405 CHF | 44 949 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,77 CHF | 0,78 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 45 299 CHF | 45 852 CHF | 68,32% | 100,00% |
11/11/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 50 762 CHF | 51 289 CHF | 99,93% | 99,93% |
08/11/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 55 887 CHF | 56 404 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 65 029 CHF | 65 526 CHF | 98,53% | 98,53% |