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 | 0,51% | 1,98 CHF | 1,99 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 83 300 CHF | 83 725 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 83 887 CHF | 84 315 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 80 314 CHF | 80 733 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 78 733 CHF | 79 146 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 81 844 CHF | 82 265 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 81 331 CHF | 81 751 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 78 667 CHF | 79 080 CHF | 99,85% | 99,85% |
11/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 71 897 CHF | 72 296 CHF | 99,70% | 99,70% |
08/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 72 533 CHF | 72 933 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 67 860 CHF | 68 248 CHF | 99,44% | 99,44% |