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 | 0,58% | 1,71 CHF | 1,72 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 90 047 CHF | 90 573 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 93 190 CHF | 93 726 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 95 705 CHF | 96 241 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 100 317 CHF | 100 859 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 105 769 CHF | 106 316 CHF | 99,33% | 99,33% |
13/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 102 576 CHF | 103 121 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 104 622 CHF | 105 175 CHF | 68,32% | 100,00% |
11/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 92 809 CHF | 93 336 CHF | 99,93% | 99,93% |
08/11/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 85 011 CHF | 85 528 CHF | 100,00% | 100,00% |
07/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 71 009 CHF | 71 506 CHF | 98,53% | 98,53% |