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 | 0,67% | 1,47 CHF | 1,48 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 83 423 CHF | 83 983 CHF | 99,47% | 99,47% |
19/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 56 000 | 56 000 | 56 528 | 56 528 | 82 751 CHF | 83 316 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 84 508 CHF | 85 068 CHF | 99,89% | 99,89% |
15/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 83 621 CHF | 84 181 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 56 000 | 56 000 | 58 618 | 58 618 | 83 707 CHF | 84 294 CHF | 98,68% | 98,68% |
13/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 83 219 CHF | 83 802 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 83 871 CHF | 84 431 CHF | 99,88% | 99,88% |
11/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 85 734 CHF | 86 294 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 83 899 CHF | 84 459 CHF | 99,04% | 99,04% |
07/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 87 170 CHF | 87 730 CHF | 100,00% | 100,00% |