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 | 0,60% | 1,65 CHF | 1,66 CHF | 83 000 | 83 000 | 82 353 | 82 353 | 136 949 CHF | 137 772 CHF | 99,41% | 99,41% |
19/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 84 000 | 84 000 | 84 029 | 84 029 | 134 521 CHF | 135 362 CHF | 97,92% | 97,92% |
18/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 81 000 | 81 000 | 80 509 | 80 509 | 140 819 CHF | 141 624 CHF | 99,89% | 99,89% |
15/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 79 000 | 79 000 | 77 720 | 77 720 | 141 376 CHF | 142 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 77 000 | 77 000 | 77 824 | 77 824 | 140 993 CHF | 141 772 CHF | 98,59% | 98,59% |
13/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 79 000 | 79 000 | 78 894 | 78 894 | 139 239 CHF | 140 028 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 1,72 CHF | 1,73 CHF | 80 000 | 80 000 | 78 903 | 78 903 | 139 749 CHF | 140 538 CHF | 99,88% | 99,88% |
11/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 79 000 | 79 000 | 79 124 | 79 124 | 138 698 CHF | 139 489 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 80 000 | 80 000 | 80 021 | 80 021 | 136 430 CHF | 137 230 CHF | 98,60% | 98,60% |
07/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 80 000 | 80 000 | 78 779 | 78 779 | 138 812 CHF | 139 599 CHF | 100,00% | 100,00% |