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 | 0,89% | 1,12 CHF | 1,13 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 58 900 CHF | 59 427 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 57 525 CHF | 58 060 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 55 539 CHF | 56 075 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 56 000 | 56 000 | 54 119 | 54 119 | 53 277 CHF | 53 819 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 49 888 CHF | 50 435 CHF | 99,34% | 99,34% |
13/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 52 063 CHF | 52 607 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 0,91 CHF | 0,92 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 53 120 CHF | 53 673 CHF | 68,32% | 100,00% |
11/11/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 58 212 CHF | 58 739 CHF | 99,93% | 99,93% |
08/11/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 63 166 CHF | 63 683 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 72 019 CHF | 72 516 CHF | 98,53% | 98,53% |