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 | 1,01% | 0,99 CHF | 1,00 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 52 051 CHF | 52 578 CHF | 100,00% | 100,00% |
19/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 50 608 CHF | 51 143 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 48 583 CHF | 49 119 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 46 219 CHF | 46 760 CHF | 100,00% | 100,00% |
14/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 56 000 | 56 000 | 54 755 | 54 755 | 42 736 CHF | 43 284 CHF | 99,39% | 99,39% |
13/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 44 961 CHF | 45 505 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,78 CHF | 0,79 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 45 866 CHF | 46 419 CHF | 68,32% | 100,00% |
11/11/2024 | 1,02% | 0,93 CHF | 0,94 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 51 286 CHF | 51 813 CHF | 99,93% | 99,93% |
08/11/2024 | 0,91% | 1,03 CHF | 1,04 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 56 335 CHF | 56 852 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 65 403 CHF | 65 900 CHF | 98,53% | 98,53% |