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 | 0,58% | 1,71 CHF | 1,72 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 92 133 CHF | 92 669 CHF | 99,44% | 99,44% |
19/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 93 824 CHF | 94 358 CHF | 99,47% | 99,47% |
18/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 88 024 CHF | 88 572 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 86 342 CHF | 86 892 CHF | 99,44% | 99,44% |
14/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 56 000 | 56 000 | 56 063 | 56 063 | 81 907 CHF | 82 468 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 81 322 CHF | 81 887 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 94 628 CHF | 95 246 CHF | 99,85% | 99,85% |
11/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 479 | 75 479 | 107 334 CHF | 108 089 CHF | 99,69% | 99,69% |
08/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 95 180 CHF | 95 965 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 1,22 CHF | 1,23 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 84 523 CHF | 85 334 CHF | 98,92% | 98,92% |