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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 66 979 CHF | 67 337 CHF | 99,64% | 99,64% |
20/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 60 276 CHF | 60 648 CHF | 99,44% | 99,44% |
19/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 55 873 CHF | 56 255 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 60 878 CHF | 61 249 CHF | 99,88% | 99,88% |
15/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 61 513 CHF | 61 883 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 61 216 CHF | 61 586 CHF | 98,58% | 98,58% |
13/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 60 019 CHF | 60 389 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 62 988 CHF | 63 358 CHF | 99,88% | 99,88% |
11/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 65 560 CHF | 65 920 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 64 672 CHF | 65 032 CHF | 98,30% | 98,30% |