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 | 1,52% | 0,61 CHF | 0,62 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 35 566 CHF | 36 111 CHF | 99,44% | 99,44% |
19/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 36 965 CHF | 37 509 CHF | 100,00% | 100,00% |
18/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 41 744 CHF | 42 274 CHF | 99,88% | 99,88% |
15/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 40 965 CHF | 41 496 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 38 646 CHF | 39 186 CHF | 98,56% | 98,56% |
13/11/2024 | 1,41% | 0,67 CHF | 0,68 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 38 054 CHF | 38 595 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 0,69 CHF | 0,70 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 40 356 CHF | 40 891 CHF | 99,90% | 99,90% |
11/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 43 296 CHF | 43 826 CHF | 100,00% | 100,00% |
08/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 39 112 CHF | 39 652 CHF | 99,05% | 99,05% |
07/11/2024 | 1,27% | 0,72 CHF | 0,73 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 41 529 CHF | 42 058 CHF | 100,00% | 100,00% |