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 | 1,16% | 0,81 CHF | 0,82 CHF | 90 000 | 90 000 | 88 466 | 88 466 | 76 159 CHF | 77 043 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 88 000 | 88 000 | 88 380 | 88 380 | 76 895 CHF | 77 779 CHF | 99,89% | 99,89% |
18/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 88 000 | 88 000 | 88 003 | 88 003 | 77 528 CHF | 78 408 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 0,95 CHF | 0,96 CHF | 86 000 | 86 000 | 84 879 | 84 879 | 85 992 CHF | 86 841 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 83 000 | 83 000 | 83 168 | 83 168 | 90 209 CHF | 91 041 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 85 000 | 85 000 | 84 745 | 84 745 | 86 473 CHF | 87 320 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 84 000 | 84 000 | 83 034 | 83 034 | 91 237 CHF | 92 067 CHF | 99,91% | 99,91% |
11/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 82 000 | 82 000 | 82 044 | 82 044 | 93 554 CHF | 94 375 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 83 000 | 83 000 | 83 075 | 83 075 | 90 383 CHF | 91 214 CHF | 98,90% | 98,90% |
07/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 83 000 | 83 000 | 83 115 | 83 115 | 90 960 CHF | 91 791 CHF | 100,00% | 100,00% |