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 | 1,51% | 0,66 CHF | 0,67 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 35 268 CHF | 35 804 CHF | 99,44% | 99,44% |
19/11/2024 | 1,61% | 0,58 CHF | 0,59 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 33 157 CHF | 33 691 CHF | 99,47% | 99,47% |
18/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 42 219 CHF | 42 766 CHF | 100,00% | 100,00% |
15/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 44 554 CHF | 45 103 CHF | 99,44% | 99,44% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 51 089 CHF | 51 650 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 56 000 | 56 000 | 56 461 | 56 461 | 52 597 CHF | 53 162 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 52 377 CHF | 52 996 CHF | 99,85% | 99,85% |
11/11/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 71 773 CHF | 72 528 CHF | 99,69% | 99,69% |
08/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 91 058 CHF | 91 843 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,16 CHF | 1,17 CHF | 79 000 | 79 000 | 81 047 | 81 047 | 108 640 CHF | 109 451 CHF | 98,92% | 98,92% |