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 | 0,78% | 1,27 CHF | 1,28 CHF | 54 000 | 54 000 | 53 629 | 53 629 | 68 473 CHF | 69 009 CHF | 99,44% | 99,44% |
19/11/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 53 000 | 53 000 | 53 360 | 53 360 | 70 311 CHF | 70 845 CHF | 99,47% | 99,47% |
18/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 55 000 | 55 000 | 54 774 | 54 774 | 63 962 CHF | 64 509 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 56 000 | 56 000 | 54 953 | 54 953 | 62 215 CHF | 62 764 CHF | 99,44% | 99,44% |
14/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 56 000 | 56 000 | 56 062 | 56 062 | 57 630 CHF | 58 190 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 56 000 | 56 000 | 56 460 | 56 460 | 56 818 CHF | 57 383 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 56 000 | 56 000 | 61 829 | 61 829 | 67 710 CHF | 68 328 CHF | 99,85% | 99,85% |
11/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 480 | 75 480 | 75 026 CHF | 75 781 CHF | 99,72% | 99,72% |
08/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 78 000 | 78 000 | 78 495 | 78 495 | 62 158 CHF | 62 943 CHF | 100,00% | 100,00% |