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 | 77 800 | 77 800 | 77 787 | 77 787 | 127 687 CHF | 128 465 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 85 500 | 85 500 | 85 517 | 85 517 | 143 533 CHF | 144 389 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 79 700 | 79 700 | 80 613 | 80 613 | 128 656 CHF | 129 462 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 83 900 | 83 900 | 82 250 | 82 250 | 129 222 CHF | 130 044 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,58 CHF | 1,59 CHF | 72 200 | 72 200 | 73 698 | 73 698 | 121 884 CHF | 122 621 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 69 300 | 69 300 | 70 505 | 70 505 | 125 793 CHF | 126 499 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,86 CHF | 1,87 CHF | 82 800 | 82 800 | 81 211 | 81 211 | 142 667 CHF | 143 479 CHF | 99,85% | 99,85% |
11/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 75 500 | 75 500 | 75 562 | 75 562 | 120 087 CHF | 120 842 CHF | 99,69% | 99,69% |
08/11/2024 | 0,66% | 1,66 CHF | 1,67 CHF | 104 700 | 104 700 | 99 998 | 99 998 | 159 447 CHF | 160 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 87 400 | 87 400 | 87 694 | 87 694 | 116 711 CHF | 117 588 CHF | 100,00% | 100,00% |