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 | 1,68% | 0,96 CHF | 0,97 CHF | 92 000 | 92 000 | 41 094 | 41 094 | 38 399 CHF | 38 932 CHF | 99,90% | 99,90% |
19/11/2024 | 1,80% | 0,86 CHF | 0,87 CHF | 92 000 | 92 000 | 38 254 | 38 254 | 32 706 CHF | 33 211 CHF | 100,00% | 100,00% |
18/11/2024 | 1,67% | 0,88 CHF | 0,89 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 37 352 CHF | 37 884 CHF | 99,89% | 99,89% |
15/11/2024 | 1,69% | 0,89 CHF | 0,90 CHF | 90 000 | 90 000 | 36 801 | 36 801 | 32 698 CHF | 33 149 CHF | 100,00% | 100,00% |
14/11/2024 | 1,72% | 0,90 CHF | 0,91 CHF | 90 000 | 90 000 | 40 411 | 40 411 | 36 149 CHF | 36 675 CHF | 100,00% | 100,00% |
13/11/2024 | 1,58% | 0,94 CHF | 0,95 CHF | 92 000 | 92 000 | 41 456 | 41 456 | 39 924 CHF | 40 460 CHF | 98,61% | 99,78% |
12/11/2024 | 1,76% | 0,94 CHF | 0,95 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 35 705 CHF | 36 233 CHF | 100,00% | 100,00% |
11/11/2024 | 3,56% | 0,84 CHF | 0,85 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 20 565 CHF | 21 235 CHF | 99,63% | 99,63% |
08/11/2024 | 1,48% | 0,98 CHF | 0,99 CHF | 94 000 | 94 000 | 42 696 | 42 696 | 43 490 CHF | 44 043 CHF | 99,33% | 99,33% |
07/11/2024 | 1,49% | 1,02 CHF | 1,03 CHF | 96 000 | 96 000 | 42 795 | 42 795 | 43 938 CHF | 44 493 CHF | 100,00% | 100,00% |