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 | 0,67% | 1,49 CHF | 1,50 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 78 384 CHF | 78 911 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 77 231 CHF | 77 766 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 75 326 CHF | 75 862 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 73 295 CHF | 73 836 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 70 167 CHF | 70 715 CHF | 99,34% | 99,34% |
13/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 72 207 CHF | 72 752 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 73 670 CHF | 74 223 CHF | 68,32% | 100,00% |
11/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 77 861 CHF | 78 388 CHF | 99,93% | 99,93% |
08/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 82 334 CHF | 82 851 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 90 492 CHF | 90 989 CHF | 98,53% | 98,53% |