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 | 0,68% | 1,47 CHF | 1,48 CHF | 54 000 | 54 000 | 53 628 | 53 628 | 79 060 CHF | 79 596 CHF | 99,44% | 99,44% |
19/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 80 799 CHF | 81 332 CHF | 99,47% | 99,47% |
18/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 74 622 CHF | 75 170 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 72 879 CHF | 73 428 CHF | 99,44% | 99,44% |
14/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 56 000 | 56 000 | 56 063 | 56 063 | 68 211 CHF | 68 772 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 56 000 | 56 000 | 56 461 | 56 461 | 67 519 CHF | 68 084 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 79 522 CHF | 80 140 CHF | 99,85% | 99,85% |
11/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 479 | 75 479 | 88 890 CHF | 89 645 CHF | 99,65% | 99,65% |
08/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 78 000 | 78 000 | 78 491 | 78 491 | 76 018 CHF | 76 802 CHF | 99,15% | 99,15% |