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 | 0,77% | 1,31 CHF | 1,32 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 54 949 CHF | 55 374 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 55 382 CHF | 55 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 52 434 CHF | 52 853 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 51 156 CHF | 51 569 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 53 781 CHF | 54 202 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 53 295 CHF | 53 715 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 51 135 CHF | 51 548 CHF | 99,85% | 99,85% |
11/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 45 273 CHF | 45 673 CHF | 99,72% | 99,72% |
08/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 40 000 | 40 000 | 39 993 | 39 993 | 45 799 CHF | 46 199 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 41 977 CHF | 42 365 CHF | 99,44% | 99,44% |