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 | 0,61% | 1,69 CHF | 1,70 CHF | 80 000 | 80 000 | 36 575 | 36 575 | 61 161 CHF | 61 527 CHF | 99,34% | 99,34% |
19/11/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 82 000 | 82 000 | 36 852 | 36 852 | 59 207 CHF | 59 577 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 82 000 | 82 000 | 36 832 | 36 832 | 58 256 CHF | 58 625 CHF | 99,78% | 99,78% |
15/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 82 000 | 82 000 | 36 816 | 36 816 | 59 866 CHF | 60 235 CHF | 99,90% | 99,90% |
14/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 82 000 | 82 000 | 36 160 | 36 160 | 59 806 CHF | 60 169 CHF | 98,58% | 98,58% |
13/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 81 000 | 81 000 | 36 669 | 36 669 | 61 114 CHF | 61 482 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 81 000 | 81 000 | 36 567 | 36 567 | 61 371 CHF | 61 737 CHF | 99,90% | 99,90% |
11/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 80 000 | 80 000 | 35 641 | 35 641 | 61 011 CHF | 61 368 CHF | 99,90% | 99,90% |
08/11/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 80 000 | 80 000 | 36 548 | 36 548 | 62 121 CHF | 62 487 CHF | 99,05% | 99,05% |
07/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 81 000 | 81 000 | 35 877 | 35 877 | 60 583 CHF | 60 943 CHF | 99,90% | 99,90% |