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 | 1,18% | 0,82 CHF | 0,83 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 78 723 CHF | 79 654 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 77 326 CHF | 78 261 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 80 386 CHF | 81 312 CHF | 100,00% | 100,00% |
15/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 79 122 CHF | 80 048 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 93 000 | 93 000 | 93 648 | 93 648 | 75 520 CHF | 76 456 CHF | 99,33% | 99,33% |
13/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 65 943 CHF | 66 900 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 0,67 CHF | 0,68 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 71 471 CHF | 72 417 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 77 213 CHF | 78 143 CHF | 99,93% | 99,93% |
08/11/2024 | 1,18% | 0,80 CHF | 0,81 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 78 498 CHF | 79 427 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 82 709 CHF | 83 623 CHF | 100,00% | 100,00% |