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 | 0,65% | 1,54 CHF | 1,55 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 84 358 CHF | 84 908 CHF | 99,73% | 99,73% |
19/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 88 718 CHF | 89 268 CHF | 99,80% | 99,80% |
18/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 55 000 | 55 000 | 54 997 | 55 000 | 88 497 CHF | 89 052 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 1,60 CHF | 1,61 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 77 533 CHF | 78 083 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 63 376 CHF | 63 926 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 65 535 CHF | 66 085 CHF | 99,95% | 99,95% |
12/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 62 157 CHF | 62 707 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 64 029 CHF | 64 579 CHF | 99,66% | 99,66% |
08/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 68 760 CHF | 69 310 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 70 671 CHF | 71 221 CHF | 99,70% | 99,70% |