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 | 1,24% | 0,80 CHF | 0,81 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 72 604 CHF | 73 509 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 93 000 | 93 000 | 90 417 | 90 417 | 71 525 CHF | 72 429 CHF | 100,00% | 100,00% |
18/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 72 071 CHF | 72 976 CHF | 100,00% | 100,00% |
15/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 71 640 CHF | 72 544 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 93 000 | 93 000 | 91 592 | 91 592 | 69 234 CHF | 70 150 CHF | 99,33% | 99,33% |
13/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 93 000 | 93 000 | 90 756 | 90 756 | 71 001 CHF | 71 908 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 71 585 CHF | 72 486 CHF | 98,86% | 100,00% |
11/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 91 000 | 91 000 | 86 766 | 86 766 | 75 134 CHF | 76 001 CHF | 99,93% | 99,93% |
08/11/2024 | 1,08% | 0,87 CHF | 0,88 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 77 920 CHF | 78 769 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 82 062 CHF | 82 881 CHF | 98,41% | 98,41% |