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 | 0,74% | 1,38 CHF | 1,39 CHF | 55 400 | 55 400 | 55 150 | 55 150 | 74 459 CHF | 75 010 CHF | 99,47% | 99,47% |
19/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 57 600 | 57 600 | 57 618 | 57 618 | 81 465 CHF | 82 041 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 55 300 | 55 300 | 55 419 | 55 419 | 77 560 CHF | 78 114 CHF | 99,89% | 99,89% |
15/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 56 500 | 56 500 | 57 026 | 57 026 | 84 167 CHF | 84 738 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,39 CHF | 1,40 CHF | 57 500 | 57 500 | 58 392 | 58 392 | 85 730 CHF | 86 314 CHF | 98,60% | 98,60% |
13/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 53 300 | 53 300 | 53 306 | 53 306 | 74 222 CHF | 74 755 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 59 400 | 59 400 | 58 942 | 58 942 | 84 404 CHF | 84 993 CHF | 99,88% | 99,88% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 58 100 | 58 100 | 58 063 | 58 063 | 78 431 CHF | 79 011 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 59 300 | 59 300 | 59 316 | 59 316 | 81 179 CHF | 81 772 CHF | 98,30% | 98,30% |
07/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 59 200 | 59 200 | 59 094 | 59 094 | 77 865 CHF | 78 456 CHF | 100,00% | 100,00% |