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 | 1,45% | 0,68 CHF | 0,69 CHF | 108 000 | 108 000 | 105 353 | 105 353 | 72 273 CHF | 73 327 CHF | 100,00% | 100,00% |
19/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 75 167 CHF | 76 238 CHF | 100,00% | 100,00% |
18/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 77 598 CHF | 78 669 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 112 000 | 112 000 | 108 237 | 108 237 | 81 996 CHF | 83 078 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 112 000 | 112 000 | 109 507 | 109 507 | 87 171 CHF | 88 266 CHF | 99,33% | 99,33% |
13/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 112 000 | 112 000 | 108 896 | 108 896 | 84 178 CHF | 85 267 CHF | 100,00% | 100,00% |
12/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 112 000 | 112 000 | 110 613 | 110 613 | 85 865 CHF | 86 971 CHF | 68,32% | 100,00% |
11/11/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 110 000 | 110 000 | 105 398 | 105 398 | 74 832 CHF | 75 886 CHF | 99,93% | 99,93% |
08/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 67 455 CHF | 68 489 CHF | 100,00% | 100,00% |
07/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 102 000 | 102 000 | 99 411 | 99 411 | 54 065 CHF | 55 059 CHF | 98,53% | 98,53% |