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 | 1,77% | 0,55 CHF | 0,56 CHF | 55 000 | 55 000 | 54 034 | 54 034 | 30 562 CHF | 31 103 CHF | 100,00% | 100,00% |
19/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 55 000 | 55 000 | 53 928 | 53 928 | 30 681 CHF | 31 221 CHF | 98,71% | 98,71% |
18/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 54 000 | 54 000 | 53 491 | 53 491 | 32 179 CHF | 32 715 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 34 028 CHF | 34 568 CHF | 71,51% | 71,51% |
14/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 54 000 | 54 000 | 53 490 | 53 490 | 33 800 CHF | 34 335 CHF | 100,00% | 100,00% |
13/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 54 000 | 54 000 | 53 491 | 53 491 | 32 756 CHF | 33 292 CHF | 99,31% | 99,31% |
12/11/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 54 000 | 54 000 | 53 494 | 53 494 | 33 947 CHF | 34 482 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 53 000 | 53 000 | 53 171 | 53 171 | 36 171 CHF | 36 703 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 54 000 | 54 000 | 53 459 | 53 459 | 36 349 CHF | 36 884 CHF | 100,00% | 100,00% |
07/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 53 000 | 53 000 | 52 790 | 52 790 | 38 521 CHF | 39 050 CHF | 100,00% | 100,00% |