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 | 1,34% | 0,74 CHF | 0,75 CHF | 108 000 | 108 000 | 105 352 | 105 352 | 77 987 CHF | 79 040 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 80 971 CHF | 82 042 CHF | 100,00% | 100,00% |
18/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 83 580 CHF | 84 651 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 112 000 | 112 000 | 108 237 | 108 237 | 88 029 CHF | 89 111 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 112 000 | 112 000 | 109 508 | 109 508 | 93 311 CHF | 94 406 CHF | 99,39% | 99,39% |
13/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 90 230 CHF | 91 319 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 112 000 | 112 000 | 110 612 | 110 612 | 91 942 CHF | 93 048 CHF | 68,32% | 100,00% |
11/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 80 765 CHF | 81 819 CHF | 99,93% | 99,93% |
08/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 73 121 CHF | 74 156 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 102 000 | 102 000 | 99 410 | 99 410 | 59 512 CHF | 60 507 CHF | 98,53% | 98,53% |