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 | 0,64% | 1,57 CHF | 1,58 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 66 206 CHF | 66 631 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 66 672 CHF | 67 099 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 63 487 CHF | 63 906 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 62 060 CHF | 62 473 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 64 861 CHF | 65 282 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 64 358 CHF | 64 778 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 62 035 CHF | 62 448 CHF | 99,85% | 99,85% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 55 810 CHF | 56 210 CHF | 99,69% | 99,69% |
08/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 56 349 CHF | 56 749 CHF | 98,82% | 98,82% |
07/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 52 217 CHF | 52 606 CHF | 99,44% | 99,44% |