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 | 1,87% | 0,53 CHF | 0,54 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 28 492 CHF | 29 028 CHF | 99,44% | 99,44% |
19/11/2024 | 2,03% | 0,45 CHF | 0,46 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 26 464 CHF | 26 998 CHF | 99,47% | 99,47% |
18/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 35 294 CHF | 35 841 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 37 537 CHF | 38 087 CHF | 99,44% | 99,44% |
14/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 43 924 CHF | 44 485 CHF | 100,00% | 100,00% |
13/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 45 289 CHF | 45 853 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 44 430 CHF | 45 048 CHF | 99,85% | 99,85% |
11/11/2024 | 1,21% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 61 910 CHF | 62 665 CHF | 99,73% | 99,73% |
08/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 81 005 CHF | 81 790 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 1,03 CHF | 1,04 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 97 925 CHF | 98 736 CHF | 98,92% | 98,92% |