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 | 1,05% | 0,92 CHF | 0,93 CHF | 82 740 | 82 740 | 81 638 | 81 638 | 77 994 CHF | 78 811 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 78 710 | 78 710 | 77 790 | 77 790 | 73 577 CHF | 74 356 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 75 280 | 75 280 | 74 204 | 74 204 | 74 768 CHF | 75 511 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 67 720 | 67 720 | 67 552 | 67 552 | 71 837 CHF | 72 512 CHF | 71,44% | 71,44% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 64 750 | 64 750 | 64 018 | 64 018 | 78 776 CHF | 79 417 CHF | 98,93% | 98,93% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 61 880 | 61 880 | 61 150 | 61 150 | 74 633 CHF | 75 245 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 63 280 | 63 280 | 62 730 | 62 730 | 80 843 CHF | 81 471 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 61 460 | 61 460 | 60 728 | 60 728 | 75 373 CHF | 75 981 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 62 300 | 62 300 | 61 913 | 61 913 | 80 103 CHF | 80 723 CHF | 100,00% | 100,00% |