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 | 0,64% | 1,52 CHF | 1,53 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 85 369 CHF | 85 915 CHF | 99,43% | 99,43% |
19/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 86 538 CHF | 87 081 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 90 210 CHF | 90 740 CHF | 99,88% | 99,88% |
15/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 89 574 CHF | 90 105 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 87 959 CHF | 88 499 CHF | 98,55% | 98,55% |
13/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 87 550 CHF | 88 091 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 89 223 CHF | 89 758 CHF | 99,89% | 99,89% |
11/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 91 780 CHF | 92 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 88 534 CHF | 89 074 CHF | 99,05% | 99,05% |
07/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 90 141 CHF | 90 670 CHF | 100,00% | 100,00% |