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 | 1,68% | 0,58 CHF | 0,59 CHF | 81 040 | 81 040 | 80 220 | 80 220 | 47 725 CHF | 48 528 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 74 660 | 74 660 | 73 602 | 73 602 | 44 154 CHF | 44 891 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 75 440 | 75 440 | 74 897 | 74 897 | 49 583 CHF | 50 332 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 71 360 | 71 360 | 70 967 | 70 967 | 46 997 CHF | 47 707 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 | 1,56% | 0,64 CHF | 0,65 CHF | 73 810 | 73 810 | 73 212 | 73 212 | 47 163 CHF | 47 896 CHF | 98,93% | 98,93% |
12/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 69 720 | 69 720 | 68 907 | 68 907 | 45 694 CHF | 46 384 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 68 920 | 68 920 | 68 009 | 68 009 | 48 913 CHF | 49 593 CHF | 100,00% | 100,00% |
08/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 67 280 | 67 280 | 66 544 | 66 544 | 47 569 CHF | 48 235 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 67 350 | 67 350 | 66 622 | 66 622 | 49 419 CHF | 50 086 CHF | 100,00% | 100,00% |