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 | 1,00% | 0,99 CHF | 1,00 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 52 460 CHF | 52 987 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 55 131 CHF | 55 666 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 57 557 CHF | 58 093 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 61 627 CHF | 62 168 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 66 553 CHF | 67 101 CHF | 99,33% | 99,33% |
13/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 63 639 CHF | 64 184 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 64 904 CHF | 65 457 CHF | 68,32% | 100,00% |
11/11/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 54 843 CHF | 55 370 CHF | 99,93% | 99,93% |
08/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 47 786 CHF | 48 303 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 35 136 CHF | 35 633 CHF | 98,53% | 98,53% |