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 | 1,21% | 0,84 CHF | 0,85 CHF | 56 100 | 56 100 | 56 007 | 56 007 | 46 163 CHF | 46 723 CHF | 100,00% | 100,00% |
19/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 66 900 | 66 900 | 66 899 | 66 899 | 51 359 CHF | 52 028 CHF | 100,00% | 100,00% |
18/11/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 66 500 | 66 500 | 65 998 | 65 998 | 40 412 CHF | 41 072 CHF | 100,00% | 100,00% |
15/11/2024 | 1,52% | 0,62 CHF | 0,63 CHF | 53 100 | 53 100 | 53 403 | 53 403 | 35 010 CHF | 35 544 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,72 CHF | 0,73 CHF | 42 100 | 42 100 | 42 676 | 42 676 | 34 803 CHF | 35 230 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 0,93 CHF | 0,94 CHF | 41 200 | 41 200 | 41 496 | 41 496 | 40 869 CHF | 41 284 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 53 600 | 53 600 | 53 275 | 53 275 | 53 655 CHF | 54 188 CHF | 99,85% | 99,85% |
11/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 47 600 | 47 600 | 47 572 | 47 572 | 38 186 CHF | 38 662 CHF | 99,68% | 99,68% |
08/11/2024 | 1,68% | 0,89 CHF | 0,90 CHF | 84 400 | 84 400 | 67 867 | 67 867 | 55 534 CHF | 56 363 CHF | 98,76% | 98,76% |
07/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 70 800 | 70 800 | 71 280 | 71 280 | 37 483 CHF | 38 196 CHF | 100,00% | 100,00% |