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 | 1,43% | 0,70 CHF | 0,71 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 36 679 CHF | 37 206 CHF | 100,00% | 100,00% |
19/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 35 078 CHF | 35 613 CHF | 100,00% | 100,00% |
18/11/2024 | 1,61% | 0,64 CHF | 0,65 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 32 998 CHF | 33 534 CHF | 100,00% | 100,00% |
15/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 30 465 CHF | 31 006 CHF | 100,00% | 100,00% |
14/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 56 000 | 56 000 | 54 755 | 54 755 | 26 754 CHF | 27 301 CHF | 99,39% | 99,39% |
13/11/2024 | 1,86% | 0,51 CHF | 0,52 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 29 106 CHF | 29 651 CHF | 100,00% | 100,00% |
12/11/2024 | 1,85% | 0,49 CHF | 0,50 CHF | 56 000 | 56 000 | 55 307 | 55 307 | 29 685 CHF | 30 238 CHF | 68,32% | 100,00% |
11/11/2024 | 1,46% | 0,64 CHF | 0,65 CHF | 55 000 | 55 000 | 52 699 | 52 699 | 35 845 CHF | 36 372 CHF | 99,93% | 99,93% |
08/11/2024 | 1,25% | 0,74 CHF | 0,75 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 41 200 CHF | 41 717 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 50 900 CHF | 51 398 CHF | 98,53% | 98,53% |