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 | 1,08% | 0,92 CHF | 0,93 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 49 647 CHF | 50 183 CHF | 99,44% | 99,44% |
19/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 47 460 CHF | 47 993 CHF | 99,47% | 99,47% |
18/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 56 902 CHF | 57 449 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 59 273 CHF | 59 822 CHF | 99,44% | 99,44% |
14/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 56 000 | 56 000 | 56 063 | 56 063 | 66 320 CHF | 66 880 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 68 065 CHF | 68 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 56 000 | 56 000 | 61 828 | 61 828 | 69 073 CHF | 69 691 CHF | 99,86% | 99,86% |
11/11/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 93 479 CHF | 94 234 CHF | 99,70% | 99,70% |
08/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 78 000 | 78 000 | 78 491 | 78 491 | 114 137 CHF | 114 922 CHF | 99,24% | 99,24% |
07/11/2024 | 0,62% | 1,45 CHF | 1,46 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 132 266 CHF | 133 077 CHF | 98,92% | 98,92% |