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 | 0,96% | 1,88 CHF | 1,89 CHF | 58 000 | 58 000 | 26 297 | 26 297 | 49 200 CHF | 49 600 CHF | 99,36% | 99,36% |
19/11/2024 | 0,96% | 1,87 CHF | 1,88 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 48 985 CHF | 49 385 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,93 CHF | 1,94 CHF | 57 000 | 57 000 | 25 887 | 25 887 | 50 579 CHF | 50 973 CHF | 99,87% | 99,87% |
15/11/2024 | 0,94% | 1,97 CHF | 1,98 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 50 097 CHF | 50 494 CHF | 99,72% | 99,72% |
14/11/2024 | 0,90% | 1,99 CHF | 2,00 CHF | 57 000 | 57 000 | 25 345 | 25 345 | 51 023 CHF | 51 406 CHF | 98,66% | 98,66% |
13/11/2024 | 0,91% | 2,04 CHF | 2,05 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 51 338 CHF | 51 730 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,98 CHF | 1,99 CHF | 57 000 | 57 000 | 25 590 | 25 590 | 51 703 CHF | 52 091 CHF | 99,88% | 99,88% |
11/11/2024 | 0,92% | 2,03 CHF | 2,04 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 51 335 CHF | 51 724 CHF | 99,76% | 99,76% |
08/11/2024 | 0,96% | 1,96 CHF | 1,97 CHF | 58 000 | 58 000 | 26 551 | 26 551 | 50 045 CHF | 50 447 CHF | 98,52% | 98,52% |
07/11/2024 | 0,91% | 1,88 CHF | 1,89 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 51 215 CHF | 51 614 CHF | 100,00% | 100,00% |