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 | 2,03% | 0,98 CHF | 1,00 CHF | 96 000 | 96 000 | 96 275 | 96 275 | 93 755 CHF | 95 681 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 1,02 CHF | 1,04 CHF | 97 000 | 97 000 | 97 924 | 97 924 | 103 140 CHF | 105 099 CHF | 99,88% | 99,88% |
18/11/2024 | 1,89% | 1,05 CHF | 1,07 CHF | 98 000 | 98 000 | 97 904 | 97 904 | 102 806 CHF | 104 764 CHF | 100,00% | 100,00% |
15/11/2024 | 2,34% | 1,04 CHF | 1,06 CHF | 97 000 | 97 000 | 94 153 | 94 153 | 80 275 CHF | 82 158 CHF | 100,00% | 100,00% |
14/11/2024 | 3,30% | 0,59 CHF | 0,61 CHF | 90 000 | 90 000 | 89 816 | 89 816 | 53 635 CHF | 55 431 CHF | 100,00% | 100,00% |
13/11/2024 | 3,10% | 0,59 CHF | 0,61 CHF | 90 000 | 90 000 | 90 469 | 90 469 | 57 634 CHF | 59 444 CHF | 100,00% | 100,00% |
12/11/2024 | 3,43% | 0,56 CHF | 0,58 CHF | 89 000 | 89 000 | 89 469 | 89 469 | 51 545 CHF | 53 334 CHF | 99,90% | 99,90% |
11/11/2024 | 3,23% | 0,62 CHF | 0,64 CHF | 90 000 | 90 000 | 90 078 | 90 078 | 54 887 CHF | 56 689 CHF | 100,00% | 100,00% |
08/11/2024 | 2,84% | 0,67 CHF | 0,69 CHF | 91 000 | 91 000 | 91 382 | 91 382 | 63 529 CHF | 65 357 CHF | 98,91% | 98,91% |
07/11/2024 | 2,71% | 0,69 CHF | 0,71 CHF | 91 000 | 91 000 | 91 897 | 91 897 | 67 105 CHF | 68 943 CHF | 100,00% | 100,00% |