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 | 1,83% | 0,54 CHF | 0,55 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 49 080 CHF | 49 986 CHF | 100,00% | 100,00% |
19/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 93 000 | 93 000 | 90 417 | 90 417 | 48 241 CHF | 49 145 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 93 000 | 93 000 | 90 531 | 90 531 | 48 619 CHF | 49 524 CHF | 100,00% | 100,00% |
15/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 48 125 CHF | 49 029 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 93 000 | 93 000 | 91 590 | 91 590 | 45 385 CHF | 46 301 CHF | 99,33% | 99,33% |
13/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 47 369 CHF | 48 277 CHF | 100,00% | 100,00% |
12/11/2024 | 1,86% | 0,51 CHF | 0,52 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 48 060 CHF | 48 961 CHF | 98,86% | 100,00% |
11/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 52 576 CHF | 53 443 CHF | 99,93% | 99,93% |
08/11/2024 | 1,51% | 0,61 CHF | 0,62 CHF | 89 000 | 89 000 | 84 934 | 84 934 | 55 954 CHF | 56 803 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 60 958 CHF | 61 777 CHF | 98,41% | 98,41% |