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 | 1,24% | 0,80 CHF | 0,81 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 42 209 CHF | 42 736 CHF | 100,00% | 100,00% |
19/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 44 786 CHF | 45 322 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 47 199 CHF | 47 735 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 51 098 CHF | 51 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 56 000 | 56 000 | 54 753 | 54 753 | 55 884 CHF | 56 432 CHF | 99,33% | 99,33% |
13/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 53 044 CHF | 53 589 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 1,02 CHF | 1,03 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 54 125 CHF | 54 678 CHF | 68,32% | 100,00% |
11/11/2024 | 1,18% | 0,89 CHF | 0,90 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 44 539 CHF | 45 066 CHF | 99,93% | 99,93% |
08/11/2024 | 1,37% | 0,78 CHF | 0,79 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 37 739 CHF | 38 256 CHF | 100,00% | 100,00% |
07/11/2024 | 1,94% | 0,49 CHF | 0,50 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 25 448 CHF | 25 945 CHF | 98,53% | 98,53% |