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 | 0,62% | 1,57 CHF | 1,58 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 88 060 CHF | 88 606 CHF | 99,48% | 99,48% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 89 213 CHF | 89 756 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 92 842 CHF | 93 372 CHF | 99,90% | 99,90% |
15/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 92 254 CHF | 92 784 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 90 679 CHF | 91 219 CHF | 98,50% | 98,50% |
13/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 90 274 CHF | 90 815 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,65 CHF | 1,66 CHF | 54 000 | 54 000 | 53 499 | 53 499 | 91 879 CHF | 92 414 CHF | 99,88% | 99,88% |
11/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 94 421 CHF | 94 951 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 91 215 CHF | 91 755 CHF | 99,04% | 99,04% |
07/11/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 92 785 CHF | 93 314 CHF | 100,00% | 100,00% |