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 | 0,82% | 1,17 CHF | 1,18 CHF | 63 000 | 63 000 | 62 206 | 62 206 | 75 249 CHF | 75 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 60 300 | 60 300 | 59 802 | 59 802 | 74 830 CHF | 75 428 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 57 200 | 57 200 | 57 338 | 57 338 | 74 260 CHF | 74 833 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 59 200 | 59 200 | 58 980 | 58 980 | 81 427 CHF | 82 017 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 63 000 | 63 000 | 63 670 | 63 670 | 79 892 CHF | 80 529 CHF | 99,35% | 99,35% |
13/11/2024 | 0,73% | 1,12 CHF | 1,13 CHF | 52 800 | 52 800 | 50 101 | 50 101 | 69 361 CHF | 69 862 CHF | 99,46% | 99,46% |
12/11/2024 | 0,60% | 1,57 CHF | 1,58 CHF | 47 800 | 47 800 | 47 130 | 47 130 | 77 862 CHF | 78 334 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 46 500 | 46 500 | 46 543 | 46 543 | 78 027 CHF | 78 492 CHF | 99,93% | 99,93% |
08/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 44 300 | 44 300 | 43 924 | 43 924 | 73 586 CHF | 74 026 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 45 400 | 45 400 | 45 132 | 45 132 | 84 699 CHF | 85 151 CHF | 99,43% | 99,43% |