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 | 0,60% | 1,62 CHF | 1,63 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 91 082 CHF | 91 628 CHF | 99,43% | 99,43% |
19/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 92 205 CHF | 92 749 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 95 698 CHF | 96 228 CHF | 99,88% | 99,88% |
15/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 95 127 CHF | 95 658 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 93 647 CHF | 94 186 CHF | 98,56% | 98,56% |
13/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 93 213 CHF | 93 754 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,71 CHF | 1,72 CHF | 54 000 | 54 000 | 53 499 | 53 499 | 94 850 CHF | 95 385 CHF | 99,88% | 99,88% |
11/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 97 367 CHF | 97 897 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 94 161 CHF | 94 700 CHF | 99,05% | 99,05% |
07/11/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 54 000 | 54 000 | 52 873 | 52 873 | 95 667 CHF | 96 196 CHF | 100,00% | 100,00% |