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 | 1,18% | 0,84 CHF | 0,85 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 44 400 CHF | 44 927 CHF | 100,00% | 100,00% |
19/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 42 895 CHF | 43 430 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 40 864 CHF | 41 399 CHF | 100,00% | 100,00% |
15/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 38 360 CHF | 38 901 CHF | 100,00% | 100,00% |
14/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 34 757 CHF | 35 305 CHF | 99,33% | 99,33% |
13/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 37 110 CHF | 37 655 CHF | 100,00% | 100,00% |
12/11/2024 | 1,45% | 0,64 CHF | 0,65 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 37 866 CHF | 38 419 CHF | 68,32% | 100,00% |
11/11/2024 | 1,20% | 0,78 CHF | 0,79 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 43 670 CHF | 44 197 CHF | 99,93% | 99,93% |
08/11/2024 | 1,05% | 0,89 CHF | 0,90 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 48 882 CHF | 49 399 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 58 294 CHF | 58 791 CHF | 98,53% | 98,53% |