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 | 0,72% | 1,42 CHF | 1,43 CHF | 62 400 | 62 400 | 61 801 | 61 801 | 86 945 CHF | 87 564 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 62 500 | 62 500 | 61 621 | 61 621 | 86 390 CHF | 87 007 CHF | 98,72% | 98,72% |
18/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 61 130 | 61 130 | 60 670 | 60 670 | 80 587 CHF | 81 195 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 61 750 | 61 750 | 61 405 | 61 405 | 81 733 CHF | 82 347 CHF | 71,66% | 71,66% |
14/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 61 030 | 61 030 | 60 596 | 60 596 | 80 092 CHF | 80 699 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 61 660 | 61 660 | 61 151 | 61 151 | 82 964 CHF | 83 576 CHF | 98,49% | 98,49% |
12/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 61 570 | 61 570 | 60 740 | 60 740 | 81 082 CHF | 81 690 CHF | 99,66% | 99,66% |
11/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 60 710 | 60 710 | 59 895 | 59 895 | 76 304 CHF | 76 903 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 60 750 | 60 750 | 60 079 | 60 079 | 76 924 CHF | 77 525 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 60 560 | 60 560 | 59 879 | 59 879 | 74 932 CHF | 75 531 CHF | 100,00% | 100,00% |