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 | 0,74% | 1,35 CHF | 1,36 CHF | 174 000 | 174 000 | 63 974 | 63 974 | 87 699 CHF | 88 340 CHF | 99,82% | 99,82% |
19/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 176 000 | 176 000 | 65 012 | 65 012 | 87 244 CHF | 87 895 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 174 000 | 174 000 | 65 040 | 65 040 | 86 385 CHF | 87 036 CHF | 99,90% | 99,90% |
15/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 174 000 | 174 000 | 63 566 | 63 566 | 87 871 CHF | 88 508 CHF | 99,47% | 99,47% |
14/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 168 000 | 168 000 | 60 698 | 60 698 | 92 720 CHF | 93 328 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,50 CHF | 1,51 CHF | 168 000 | 168 000 | 60 939 | 60 939 | 96 472 CHF | 97 083 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,60 CHF | 1,61 CHF | 166 000 | 166 000 | 58 112 | 58 112 | 97 018 CHF | 97 600 CHF | 99,47% | 99,47% |
11/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 158 000 | 158 000 | 57 800 | 57 800 | 108 762 CHF | 109 341 CHF | 99,89% | 99,89% |
08/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 152 000 | 152 000 | 56 117 | 56 117 | 111 794 CHF | 112 356 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 152 000 | 152 000 | 56 495 | 56 495 | 113 893 CHF | 114 460 CHF | 99,76% | 99,76% |