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 | 1,18% | 0,84 CHF | 0,85 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 45 248 CHF | 45 784 CHF | 99,44% | 99,44% |
19/11/2024 | 1,24% | 0,76 CHF | 0,77 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 43 020 CHF | 43 554 CHF | 99,47% | 99,47% |
18/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 52 363 CHF | 52 911 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 54 769 CHF | 55 319 CHF | 99,44% | 99,44% |
14/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 56 000 | 56 000 | 56 063 | 56 063 | 61 490 CHF | 62 050 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 63 171 CHF | 63 735 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 63 871 CHF | 64 489 CHF | 99,85% | 99,85% |
11/11/2024 | 0,87% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 86 061 CHF | 86 815 CHF | 99,67% | 99,67% |
08/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 78 000 | 78 000 | 78 491 | 78 491 | 106 578 CHF | 107 363 CHF | 99,19% | 99,19% |
07/11/2024 | 0,65% | 1,35 CHF | 1,36 CHF | 79 000 | 79 000 | 81 048 | 81 048 | 124 734 CHF | 125 545 CHF | 98,92% | 98,92% |