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% | 1,45 CHF | 1,46 CHF | 84 000 | 84 000 | 83 986 | 83 986 | 125 425 CHF | 126 265 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 84 000 | 84 000 | 84 015 | 84 015 | 122 707 CHF | 123 547 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 82 000 | 82 000 | 82 960 | 82 960 | 128 119 CHF | 128 948 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 84 000 | 84 000 | 82 347 | 82 347 | 129 363 CHF | 130 186 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 82 000 | 82 000 | 83 676 | 83 676 | 125 493 CHF | 126 330 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 84 000 | 84 000 | 85 506 | 85 506 | 118 939 CHF | 119 794 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,33 CHF | 1,34 CHF | 86 000 | 86 000 | 84 328 | 84 328 | 120 204 CHF | 121 047 CHF | 99,85% | 99,85% |
11/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 82 000 | 82 000 | 82 068 | 82 068 | 129 734 CHF | 130 555 CHF | 99,68% | 99,68% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 84 000 | 84 000 | 80 132 | 80 132 | 128 841 CHF | 129 663 CHF | 98,78% | 98,78% |
07/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 78 000 | 78 000 | 78 267 | 78 267 | 150 869 CHF | 151 651 CHF | 100,00% | 100,00% |