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 | 0,62% | 1,64 CHF | 1,65 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 68 843 CHF | 69 268 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 69 359 CHF | 69 786 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 66 047 CHF | 66 466 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 64 609 CHF | 65 022 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 67 479 CHF | 67 900 CHF | 100,00% | 100,00% |
13/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 66 976 CHF | 67 396 CHF | 100,00% | 100,00% |
12/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 64 559 CHF | 64 972 CHF | 99,85% | 99,85% |
11/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 58 278 CHF | 58 677 CHF | 99,65% | 99,65% |
08/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 58 844 CHF | 59 244 CHF | 98,72% | 98,72% |
07/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 54 562 CHF | 54 951 CHF | 99,44% | 99,44% |