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 | 1,17% | 0,85 CHF | 0,86 CHF | 93 000 | 93 000 | 90 518 | 90 518 | 77 111 CHF | 78 016 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 76 043 CHF | 76 947 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 76 565 CHF | 77 471 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 76 144 CHF | 77 048 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 93 000 | 93 000 | 91 592 | 91 592 | 73 855 CHF | 74 771 CHF | 99,39% | 99,39% |
13/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 75 525 CHF | 76 433 CHF | 100,00% | 100,00% |
12/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 76 111 CHF | 77 013 CHF | 98,86% | 100,00% |
11/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 79 531 CHF | 80 398 CHF | 99,93% | 99,93% |
08/11/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 89 000 | 89 000 | 84 934 | 84 934 | 82 188 CHF | 83 038 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 86 199 CHF | 87 018 CHF | 98,41% | 98,41% |