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 | 1,28% | 0,82 CHF | 0,83 CHF | 44 000 | 44 000 | 43 394 | 43 394 | 34 042 CHF | 34 476 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 47 000 | 47 000 | 45 886 | 45 886 | 36 274 CHF | 36 733 CHF | 100,00% | 100,00% |
18/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 44 000 | 44 000 | 44 484 | 44 484 | 35 208 CHF | 35 654 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 47 000 | 47 000 | 47 000 | 47 000 | 35 829 CHF | 36 299 CHF | 71,38% | 71,38% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 42 000 | 42 000 | 41 602 | 41 602 | 35 112 CHF | 35 529 CHF | 99,65% | 99,65% |
12/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 46 000 | 46 000 | 45 115 | 45 115 | 36 910 CHF | 37 361 CHF | 100,00% | 100,00% |
11/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 45 000 | 45 000 | 44 478 | 44 478 | 33 989 CHF | 34 435 CHF | 100,00% | 100,00% |
08/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 49 000 | 49 000 | 48 540 | 48 540 | 36 485 CHF | 36 971 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 40 000 | 40 000 | 39 676 | 39 676 | 27 705 CHF | 28 102 CHF | 100,00% | 100,00% |