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 | 103 279 CHF | 103 815 CHF | 99,44% | 99,44% |
19/11/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 104 866 CHF | 105 399 CHF | 99,47% | 99,47% |
18/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 99 397 CHF | 99 944 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 97 774 CHF | 98 324 CHF | 99,44% | 99,44% |
14/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 93 562 CHF | 94 123 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 93 056 CHF | 93 621 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 107 467 CHF | 108 085 CHF | 99,85% | 99,85% |
11/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 123 038 CHF | 123 793 CHF | 99,68% | 99,68% |
08/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 78 000 | 78 000 | 78 491 | 78 491 | 111 523 CHF | 112 307 CHF | 99,20% | 99,20% |
07/11/2024 | 0,80% | 1,43 CHF | 1,44 CHF | 79 000 | 79 000 | 81 047 | 81 047 | 101 395 CHF | 102 206 CHF | 98,92% | 98,92% |