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 | 0,56% | 1,80 CHF | 1,81 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 75 642 CHF | 76 067 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 76 197 CHF | 76 625 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 72 750 CHF | 73 170 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 71 217 CHF | 71 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 74 258 CHF | 74 680 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 73 696 CHF | 74 116 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 71 171 CHF | 71 585 CHF | 99,85% | 99,85% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 64 675 CHF | 65 075 CHF | 99,64% | 99,64% |
08/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 40 000 | 40 000 | 39 993 | 39 993 | 65 243 CHF | 65 643 CHF | 98,68% | 98,68% |
07/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 60 800 CHF | 61 188 CHF | 99,44% | 99,44% |