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 | 0,62% | 1,49 CHF | 1,50 CHF | 55 400 | 55 400 | 55 400 | 55 400 | 88 965 CHF | 89 519 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 53 200 | 53 200 | 53 200 | 53 200 | 75 994 CHF | 76 526 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 48 900 | 48 900 | 48 900 | 48 900 | 75 702 CHF | 76 191 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 46 200 | 46 200 | 46 200 | 46 200 | 81 075 CHF | 81 537 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 49 600 | 49 600 | 49 600 | 49 600 | 88 844 CHF | 89 340 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 51 000 | 51 000 | 51 000 | 51 000 | 82 574 CHF | 83 084 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,59 CHF | 1,60 CHF | 42 600 | 42 600 | 42 600 | 42 600 | 77 059 CHF | 77 485 CHF | 99,85% | 99,85% |
11/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 46 500 | 46 500 | 46 500 | 46 500 | 91 935 CHF | 92 400 CHF | 99,67% | 99,67% |
08/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 45 600 | 45 600 | 45 600 | 45 600 | 81 145 CHF | 81 601 CHF | 98,75% | 98,75% |
07/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 45 200 | 45 200 | 45 200 | 45 200 | 83 110 CHF | 83 562 CHF | 100,00% | 100,00% |