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 | 1,02% | 0,94 CHF | 0,95 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 53 470 CHF | 54 016 CHF | 99,48% | 99,48% |
19/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 54 794 CHF | 55 337 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 59 147 CHF | 59 677 CHF | 99,89% | 99,89% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 58 440 CHF | 58 971 CHF | 100,00% | 100,00% |
14/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 56 377 CHF | 56 917 CHF | 98,61% | 98,61% |
13/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 55 828 CHF | 56 369 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 1,02 CHF | 1,03 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 57 930 CHF | 58 465 CHF | 99,88% | 99,88% |
11/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 60 752 CHF | 61 282 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 56 825 CHF | 57 365 CHF | 99,04% | 99,04% |
07/11/2024 | 0,89% | 1,05 CHF | 1,06 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 58 980 CHF | 59 509 CHF | 100,00% | 100,00% |