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 | 0,66% | 1,51 CHF | 1,52 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 79 591 CHF | 80 118 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 82 608 CHF | 83 144 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 85 169 CHF | 85 705 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 89 591 CHF | 90 132 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 94 924 CHF | 95 471 CHF | 99,33% | 99,33% |
13/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 91 794 CHF | 92 338 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 93 619 CHF | 94 172 CHF | 68,32% | 100,00% |
11/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 82 306 CHF | 82 833 CHF | 99,93% | 99,93% |
08/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 74 667 CHF | 75 185 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 61 045 CHF | 61 542 CHF | 98,53% | 98,53% |