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 | 0,75% | 1,27 CHF | 1,28 CHF | 62 700 | 62 700 | 62 700 | 62 700 | 82 860 CHF | 83 487 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 63 200 | 63 200 | 63 200 | 63 200 | 80 421 CHF | 81 053 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 62 900 | 62 900 | 62 900 | 62 900 | 80 252 CHF | 80 881 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 1,28 CHF | 1,30 CHF | 58 500 | 58 500 | 58 500 | 58 500 | 77 317 CHF | 78 487 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 64 100 | 64 100 | 64 072 | 64 072 | 87 429 CHF | 88 070 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 62 100 | 62 100 | 62 359 | 62 359 | 78 897 CHF | 79 520 CHF | 99,36% | 99,36% |
12/11/2024 | 1,48% | 1,29 CHF | 1,31 CHF | 57 100 | 57 100 | 57 100 | 57 100 | 76 556 CHF | 77 698 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 1,47 CHF | 1,49 CHF | 56 400 | 56 400 | 56 400 | 56 400 | 83 984 CHF | 85 112 CHF | 100,00% | 100,00% |
08/11/2024 | 1,37% | 1,42 CHF | 1,44 CHF | 54 700 | 54 700 | 53 366 | 53 366 | 77 479 CHF | 78 546 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 1,55 CHF | 1,57 CHF | 54 600 | 54 600 | 54 600 | 54 600 | 86 664 CHF | 87 756 CHF | 100,00% | 100,00% |