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 | 1,74% | 0,53 CHF | 0,54 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 31 165 CHF | 31 710 CHF | 99,48% | 99,48% |
19/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 54 000 | 54 000 | 54 323 | 54 322 | 32 596 CHF | 33 139 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 37 421 CHF | 37 951 CHF | 99,89% | 99,89% |
15/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 36 637 CHF | 37 168 CHF | 100,00% | 100,00% |
14/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 34 229 CHF | 34 769 CHF | 98,62% | 98,62% |
13/11/2024 | 1,60% | 0,59 CHF | 0,60 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 33 675 CHF | 34 217 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 0,61 CHF | 0,62 CHF | 54 000 | 54 000 | 53 498 | 53 494 | 36 045 CHF | 36 578 CHF | 99,88% | 99,88% |
11/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 53 000 | 53 000 | 52 989 | 53 000 | 39 027 CHF | 39 564 CHF | 100,00% | 100,00% |
08/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 54 000 | 54 000 | 53 962 | 53 962 | 34 670 CHF | 35 210 CHF | 99,04% | 99,04% |
07/11/2024 | 1,42% | 0,64 CHF | 0,65 CHF | 54 000 | 54 000 | 52 874 | 52 808 | 37 201 CHF | 37 682 CHF | 100,00% | 100,00% |