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 | 1,61% | 0,61 CHF | 0,62 CHF | 93 000 | 93 000 | 90 518 | 90 518 | 55 779 CHF | 56 684 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 54 959 CHF | 55 863 CHF | 100,00% | 100,00% |
18/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 93 000 | 93 000 | 90 531 | 90 531 | 55 247 CHF | 56 153 CHF | 100,00% | 100,00% |
15/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 54 835 CHF | 55 739 CHF | 100,00% | 100,00% |
14/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 93 000 | 93 000 | 91 593 | 91 593 | 52 159 CHF | 53 075 CHF | 99,39% | 99,39% |
13/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 54 046 CHF | 54 953 CHF | 100,00% | 100,00% |
12/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 54 783 CHF | 55 684 CHF | 98,86% | 100,00% |
11/11/2024 | 1,46% | 0,65 CHF | 0,66 CHF | 91 000 | 91 000 | 86 766 | 86 766 | 58 929 CHF | 59 797 CHF | 99,93% | 99,93% |
08/11/2024 | 1,36% | 0,69 CHF | 0,70 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 62 228 CHF | 63 077 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 66 987 CHF | 67 806 CHF | 98,41% | 98,41% |