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% | 1,72 CHF | 1,73 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 92 540 CHF | 93 076 CHF | 99,44% | 99,44% |
19/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 94 201 CHF | 94 734 CHF | 99,47% | 99,47% |
18/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 88 374 CHF | 88 922 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 86 706 CHF | 87 255 CHF | 99,44% | 99,44% |
14/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 82 524 CHF | 83 084 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 56 000 | 56 000 | 56 459 | 56 459 | 81 950 CHF | 82 515 CHF | 99,88% | 99,88% |
12/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 56 000 | 56 000 | 61 828 | 61 828 | 95 413 CHF | 96 031 CHF | 99,86% | 99,86% |
11/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 108 970 CHF | 109 725 CHF | 99,73% | 99,73% |
08/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 96 737 CHF | 97 522 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,24 CHF | 1,25 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 85 974 CHF | 86 785 CHF | 98,92% | 98,92% |