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 | 1,18% | 0,80 CHF | 0,81 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 46 049 CHF | 46 595 CHF | 99,44% | 99,44% |
19/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 47 409 CHF | 47 953 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 51 919 CHF | 52 449 CHF | 99,88% | 99,88% |
15/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 51 167 CHF | 51 698 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 48 995 CHF | 49 535 CHF | 98,61% | 98,61% |
13/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 48 454 CHF | 48 995 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,88 CHF | 0,89 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 50 614 CHF | 51 149 CHF | 99,90% | 99,90% |
11/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 53 469 CHF | 53 999 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 49 460 CHF | 50 000 CHF | 99,05% | 99,05% |
07/11/2024 | 1,02% | 0,92 CHF | 0,93 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 51 701 CHF | 52 230 CHF | 100,00% | 100,00% |