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 | 0,56% | 1,73 CHF | 1,74 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 96 833 CHF | 97 378 CHF | 99,43% | 99,43% |
19/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 97 941 CHF | 98 485 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 101 370 CHF | 101 900 CHF | 99,88% | 99,88% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 100 761 CHF | 101 291 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 99 332 CHF | 99 871 CHF | 98,56% | 98,56% |
13/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 98 952 CHF | 99 494 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 100 492 CHF | 101 027 CHF | 99,88% | 99,88% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 102 973 CHF | 103 503 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 99 882 CHF | 100 421 CHF | 99,05% | 99,05% |
07/11/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 101 314 CHF | 101 842 CHF | 100,00% | 100,00% |