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 | 1,28% | 0,73 CHF | 0,74 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 42 450 CHF | 42 996 CHF | 99,48% | 99,48% |
19/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 43 901 CHF | 44 444 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 48 479 CHF | 49 009 CHF | 99,90% | 99,90% |
15/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 47 734 CHF | 48 265 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 45 500 CHF | 46 040 CHF | 98,63% | 98,63% |
13/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 44 930 CHF | 45 471 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 0,82 CHF | 0,83 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 47 160 CHF | 47 695 CHF | 99,88% | 99,88% |
11/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 50 060 CHF | 50 590 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 45 975 CHF | 46 515 CHF | 99,04% | 99,04% |
07/11/2024 | 1,09% | 0,85 CHF | 0,86 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 48 320 CHF | 48 849 CHF | 100,00% | 100,00% |