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 | 0,92% | 1,09 CHF | 1,10 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 57 281 CHF | 57 807 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 60 014 CHF | 60 550 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 62 475 CHF | 63 011 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 66 626 CHF | 67 167 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 56 000 | 56 000 | 54 755 | 54 755 | 71 612 CHF | 72 160 CHF | 99,39% | 99,39% |
13/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 68 697 CHF | 69 242 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 70 041 CHF | 70 594 CHF | 68,32% | 100,00% |
11/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 59 734 CHF | 60 261 CHF | 99,93% | 99,93% |
08/11/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 52 620 CHF | 53 138 CHF | 100,00% | 100,00% |
07/11/2024 | 1,24% | 0,78 CHF | 0,79 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 39 758 CHF | 40 255 CHF | 98,53% | 98,53% |