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 | 0,71% | 1,42 CHF | 1,43 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 59 769 CHF | 60 194 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 60 211 CHF | 60 638 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 57 106 CHF | 57 525 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 55 843 CHF | 56 256 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 58 497 CHF | 58 918 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 58 016 CHF | 58 436 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 55 780 CHF | 56 193 CHF | 99,85% | 99,85% |
11/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 49 759 CHF | 50 159 CHF | 99,70% | 99,70% |
08/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 50 325 CHF | 50 725 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 46 327 CHF | 46 715 CHF | 99,44% | 99,44% |