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 | 0,52% | 1,92 CHF | 1,93 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 103 021 CHF | 103 557 CHF | 99,44% | 99,44% |
19/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 104 658 CHF | 105 192 CHF | 99,47% | 99,47% |
18/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 99 125 CHF | 99 672 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 97 521 CHF | 98 071 CHF | 99,44% | 99,44% |
14/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 93 540 CHF | 94 101 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 56 000 | 56 000 | 56 458 | 56 458 | 93 035 CHF | 93 599 CHF | 99,84% | 99,84% |
12/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 107 545 CHF | 108 163 CHF | 99,85% | 99,85% |
11/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 123 801 CHF | 124 555 CHF | 99,68% | 99,68% |
08/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 78 000 | 78 000 | 78 491 | 78 491 | 112 179 CHF | 112 964 CHF | 99,20% | 99,20% |
07/11/2024 | 0,80% | 1,44 CHF | 1,45 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 101 792 CHF | 102 603 CHF | 98,92% | 98,92% |