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 | 0,55% | 1,81 CHF | 1,82 CHF | 83 000 | 83 000 | 82 353 | 82 353 | 150 050 CHF | 150 874 CHF | 99,42% | 99,42% |
19/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 84 000 | 84 000 | 84 028 | 84 028 | 147 814 CHF | 148 655 CHF | 97,92% | 97,92% |
18/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 81 000 | 81 000 | 80 509 | 80 509 | 153 705 CHF | 154 510 CHF | 99,89% | 99,89% |
15/11/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 79 000 | 79 000 | 77 719 | 77 719 | 153 765 CHF | 154 542 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 77 000 | 77 000 | 77 824 | 77 824 | 153 384 CHF | 154 163 CHF | 98,65% | 98,65% |
13/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 79 000 | 79 000 | 78 894 | 78 894 | 151 801 CHF | 152 590 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 80 000 | 80 000 | 78 904 | 78 904 | 152 295 CHF | 153 084 CHF | 99,88% | 99,88% |
11/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 79 000 | 79 000 | 79 124 | 79 124 | 151 312 CHF | 152 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 80 000 | 80 000 | 80 021 | 80 021 | 149 148 CHF | 149 948 CHF | 98,60% | 98,60% |
07/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 80 000 | 80 000 | 78 778 | 78 778 | 151 441 CHF | 152 229 CHF | 100,00% | 100,00% |