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 | 0,59% | 1,75 CHF | 1,76 CHF | 80 000 | 80 000 | 36 578 | 36 578 | 63 583 CHF | 63 949 CHF | 99,37% | 99,37% |
19/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 82 000 | 82 000 | 36 852 | 36 852 | 61 565 CHF | 61 935 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 82 000 | 82 000 | 36 868 | 36 868 | 60 698 CHF | 61 068 CHF | 99,87% | 99,87% |
15/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 82 000 | 82 000 | 36 735 | 36 735 | 62 086 CHF | 62 455 CHF | 99,72% | 99,72% |
14/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 82 000 | 82 000 | 36 087 | 36 087 | 62 054 CHF | 62 416 CHF | 98,47% | 98,47% |
13/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 81 000 | 81 000 | 36 669 | 36 669 | 63 478 CHF | 63 846 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 81 000 | 81 000 | 36 570 | 36 570 | 63 766 CHF | 64 132 CHF | 99,88% | 99,88% |
11/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 63 357 CHF | 63 714 CHF | 99,90% | 99,90% |
08/11/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 80 000 | 80 000 | 36 549 | 36 549 | 64 491 CHF | 64 857 CHF | 99,04% | 99,04% |
07/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 62 873 CHF | 63 233 CHF | 99,90% | 99,90% |