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 | 0,84% | 1,14 CHF | 1,15 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 64 712 CHF | 65 258 CHF | 99,47% | 99,47% |
19/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 66 002 CHF | 66 545 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 70 122 CHF | 70 652 CHF | 99,89% | 99,89% |
15/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 69 446 CHF | 69 977 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 67 527 CHF | 68 067 CHF | 98,63% | 98,63% |
13/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 67 050 CHF | 67 591 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,23 CHF | 1,24 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 68 986 CHF | 69 521 CHF | 99,88% | 99,88% |
11/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 71 728 CHF | 72 258 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 68 038 CHF | 68 577 CHF | 99,04% | 99,04% |
07/11/2024 | 0,75% | 1,26 CHF | 1,27 CHF | 54 000 | 54 000 | 52 875 | 52 875 | 70 009 CHF | 70 538 CHF | 100,00% | 100,00% |