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 | 0,94% | 1,01 CHF | 1,02 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 57 699 CHF | 58 245 CHF | 99,44% | 99,44% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 59 015 CHF | 59 558 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 63 268 CHF | 63 798 CHF | 99,88% | 99,88% |
15/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 62 571 CHF | 63 102 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 60 568 CHF | 61 108 CHF | 98,61% | 98,61% |
13/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 60 054 CHF | 60 595 CHF | 99,95% | 99,95% |
12/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 62 084 CHF | 62 619 CHF | 99,90% | 99,90% |
11/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 64 862 CHF | 65 392 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 61 046 CHF | 61 585 CHF | 99,05% | 99,05% |
07/11/2024 | 0,83% | 1,13 CHF | 1,14 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 63 127 CHF | 63 656 CHF | 100,00% | 100,00% |