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 | 1,15% | 0,87 CHF | 0,88 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 45 659 CHF | 46 186 CHF | 100,00% | 100,00% |
19/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 48 243 CHF | 48 778 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 50 653 CHF | 51 189 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 54 633 CHF | 55 174 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 59 466 CHF | 60 014 CHF | 99,34% | 99,34% |
13/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 56 628 CHF | 57 172 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 57 732 CHF | 58 285 CHF | 68,32% | 100,00% |
11/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 47 959 CHF | 48 486 CHF | 99,93% | 99,93% |
08/11/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 41 101 CHF | 41 619 CHF | 100,00% | 100,00% |
07/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 28 661 CHF | 29 158 CHF | 98,53% | 98,53% |