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 | 0,72% | 1,38 CHF | 1,39 CHF | 174 000 | 174 000 | 63 972 | 63 972 | 89 999 CHF | 90 640 CHF | 99,82% | 99,82% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 176 000 | 176 000 | 65 010 | 65 010 | 89 584 CHF | 90 235 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 174 000 | 174 000 | 65 040 | 65 040 | 88 717 CHF | 89 369 CHF | 99,90% | 99,90% |
15/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 174 000 | 174 000 | 63 568 | 63 568 | 90 144 CHF | 90 781 CHF | 99,47% | 99,47% |
14/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 168 000 | 168 000 | 60 701 | 60 701 | 94 906 CHF | 95 515 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,54 CHF | 1,55 CHF | 168 000 | 168 000 | 60 936 | 60 936 | 98 634 CHF | 99 244 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,63 CHF | 1,64 CHF | 166 000 | 166 000 | 58 123 | 58 123 | 99 038 CHF | 99 620 CHF | 99,45% | 99,45% |
11/11/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 158 000 | 158 000 | 57 801 | 57 801 | 110 729 CHF | 111 308 CHF | 99,89% | 99,89% |
08/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 152 000 | 152 000 | 56 123 | 56 123 | 113 632 CHF | 114 195 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 152 000 | 152 000 | 56 493 | 56 493 | 115 749 CHF | 116 316 CHF | 99,76% | 99,76% |