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 | 0,66% | 1,46 CHF | 1,47 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 82 138 CHF | 82 684 CHF | 99,48% | 99,48% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 83 332 CHF | 83 875 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 87 086 CHF | 87 616 CHF | 99,90% | 99,90% |
15/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 86 466 CHF | 86 997 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 84 818 CHF | 85 358 CHF | 98,67% | 98,67% |
13/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 84 388 CHF | 84 929 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 86 118 CHF | 86 653 CHF | 99,88% | 99,88% |
11/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 88 671 CHF | 89 201 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 85 320 CHF | 85 860 CHF | 99,04% | 99,04% |
07/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 87 000 CHF | 87 529 CHF | 100,00% | 100,00% |