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 | 0,73% | 1,36 CHF | 1,37 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 71 609 CHF | 72 136 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 74 535 CHF | 75 070 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 77 067 CHF | 77 603 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 81 394 CHF | 81 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 86 609 CHF | 87 157 CHF | 99,34% | 99,34% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 83 535 CHF | 84 079 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 56 000 | 56 000 | 55 307 | 55 307 | 85 225 CHF | 85 779 CHF | 68,32% | 100,00% |
11/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 74 241 CHF | 74 768 CHF | 99,93% | 99,93% |
08/11/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 66 762 CHF | 67 279 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 53 371 CHF | 53 868 CHF | 98,53% | 98,53% |