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 | 1,56% | 0,61 CHF | 0,62 CHF | 106 000 | 106 000 | 105 440 | 105 440 | 66 913 CHF | 67 967 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,65 CHF | 0,66 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 70 119 CHF | 71 149 CHF | 100,00% | 100,00% |
18/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 71 511 CHF | 72 531 CHF | 100,00% | 100,00% |
15/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 139 | 100 139 | 71 942 CHF | 72 943 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 72 252 CHF | 73 266 CHF | 99,33% | 99,33% |
13/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 71 774 CHF | 72 785 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 102 000 | 102 000 | 100 319 | 100 319 | 72 587 CHF | 73 590 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 74 572 CHF | 75 572 CHF | 99,93% | 99,93% |
08/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 72 094 CHF | 73 109 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 73 927 CHF | 74 927 CHF | 100,00% | 100,00% |