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 | 1,25% | 0,79 CHF | 0,80 CHF | 99 000 | 99 000 | 98 957 | 98 957 | 78 943 CHF | 79 932 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 98 028 | 98 028 | 75 504 CHF | 76 485 CHF | 92,70% | 97,63% |
18/11/2024 | - | 0,68 CHF | - CHF | 95 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 95 000 | 95 000 | 95 052 | 95 052 | 64 584 CHF | 65 534 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 94 000 | 94 000 | 94 279 | 94 279 | 61 671 CHF | 62 614 CHF | 100,00% | 100,00% |
13/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 95 000 | 95 000 | 95 218 | 95 218 | 65 142 CHF | 66 095 CHF | 100,00% | 100,00% |
12/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 93 000 | 93 000 | 92 919 | 92 919 | 55 901 CHF | 56 830 CHF | 100,00% | 100,00% |
11/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 92 000 | 92 000 | 91 243 | 91 243 | 50 553 CHF | 51 465 CHF | 100,00% | 100,00% |
08/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 92 000 | 92 000 | 92 905 | 92 905 | 56 043 CHF | 56 972 CHF | 100,00% | 100,00% |
07/11/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 93 000 | 93 000 | 92 310 | 92 310 | 54 291 CHF | 55 214 CHF | 100,00% | 100,00% |