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 | 1,76% | 0,59 CHF | 0,60 CHF | 128 200 | 128 200 | 127 517 | 127 517 | 71 960 CHF | 73 235 CHF | 100,00% | 100,00% |
19/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 122 600 | 122 600 | 122 482 | 122 482 | 71 956 CHF | 73 181 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 110 000 | 110 000 | 109 179 | 109 179 | 62 087 CHF | 63 178 CHF | 100,00% | 100,00% |
15/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 107 400 | 107 400 | 105 771 | 105 771 | 64 883 CHF | 65 941 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 0,63 CHF | 0,64 CHF | 82 400 | 82 400 | 83 928 | 83 928 | 60 613 CHF | 61 452 CHF | 99,35% | 99,35% |
13/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 100 300 | 100 300 | 99 344 | 99 344 | 78 323 CHF | 79 317 CHF | 100,00% | 100,00% |
12/11/2024 | 1,57% | 0,71 CHF | 0,72 CHF | 106 000 | 106 000 | 104 606 | 104 606 | 66 420 CHF | 67 466 CHF | 100,00% | 100,00% |
11/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 101 300 | 101 300 | 101 663 | 101 663 | 67 564 CHF | 68 580 CHF | 99,93% | 99,93% |
08/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 133 200 | 133 200 | 132 459 | 132 459 | 92 556 CHF | 93 880 CHF | 99,40% | 99,40% |
07/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 95 600 | 95 600 | 95 399 | 95 399 | 53 198 CHF | 54 152 CHF | 100,00% | 100,00% |