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% | 1,52 CHF | 1,53 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 81 593 CHF | 82 130 CHF | 99,44% | 99,44% |
19/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 83 347 CHF | 83 881 CHF | 99,47% | 99,47% |
18/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 77 198 CHF | 77 746 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 75 486 CHF | 76 036 CHF | 99,44% | 99,44% |
14/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 56 000 | 56 000 | 56 063 | 56 063 | 71 098 CHF | 71 659 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 56 000 | 56 000 | 56 458 | 56 456 | 70 425 CHF | 70 987 CHF | 99,83% | 99,83% |
12/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 82 809 CHF | 83 428 CHF | 99,85% | 99,85% |
11/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 75 479 | 75 479 | 93 562 CHF | 94 316 CHF | 99,65% | 99,65% |
08/11/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 78 000 | 78 000 | 78 492 | 78 492 | 80 700 CHF | 81 484 CHF | 99,46% | 99,46% |
07/11/2024 | 1,18% | 1,04 CHF | 1,05 CHF | 79 000 | 79 000 | 81 047 | 81 047 | 69 712 CHF | 70 523 CHF | 98,92% | 98,92% |