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 | 0,82% | 1,21 CHF | 1,22 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 63 767 CHF | 64 294 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 66 580 CHF | 67 116 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 69 097 CHF | 69 632 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 73 296 CHF | 73 837 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 78 329 CHF | 78 876 CHF | 99,33% | 99,33% |
13/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 75 340 CHF | 75 884 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 76 849 CHF | 77 402 CHF | 68,32% | 100,00% |
11/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 66 268 CHF | 66 795 CHF | 99,93% | 99,93% |
08/11/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 59 016 CHF | 59 533 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 45 942 CHF | 46 439 CHF | 98,53% | 98,53% |