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 | 0,79% | 1,21 CHF | 1,22 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 68 504 CHF | 69 050 CHF | 99,44% | 99,44% |
19/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 69 761 CHF | 70 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 73 792 CHF | 74 322 CHF | 99,88% | 99,88% |
15/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 73 098 CHF | 73 628 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 71 226 CHF | 71 765 CHF | 98,52% | 98,52% |
13/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 70 768 CHF | 71 309 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,30 CHF | 1,31 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 72 642 CHF | 73 177 CHF | 99,90% | 99,90% |
11/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 75 333 CHF | 75 863 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 71 761 CHF | 72 300 CHF | 99,05% | 99,05% |
07/11/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 73 647 CHF | 74 175 CHF | 100,00% | 100,00% |