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 | 1,86% | 0,87 CHF | 0,88 CHF | 92 000 | 92 000 | 41 095 | 41 095 | 34 667 CHF | 35 200 CHF | 99,90% | 99,90% |
19/11/2024 | 2,01% | 0,77 CHF | 0,78 CHF | 92 000 | 92 000 | 38 259 | 38 259 | 29 230 CHF | 29 734 CHF | 100,00% | 100,00% |
18/11/2024 | 1,86% | 0,78 CHF | 0,79 CHF | 90 000 | 90 000 | 41 031 | 41 031 | 33 597 CHF | 34 129 CHF | 99,90% | 99,90% |
15/11/2024 | 1,87% | 0,80 CHF | 0,81 CHF | 90 000 | 90 000 | 36 802 | 36 802 | 29 354 CHF | 29 805 CHF | 100,00% | 100,00% |
14/11/2024 | 1,92% | 0,81 CHF | 0,82 CHF | 90 000 | 90 000 | 40 412 | 40 412 | 32 450 CHF | 32 976 CHF | 100,00% | 100,00% |
13/11/2024 | 1,74% | 0,84 CHF | 0,85 CHF | 92 000 | 92 000 | 41 458 | 41 458 | 36 156 CHF | 36 692 CHF | 98,61% | 99,78% |
12/11/2024 | 1,96% | 0,85 CHF | 0,86 CHF | 92 000 | 92 000 | 40 586 | 40 586 | 32 035 CHF | 32 563 CHF | 100,00% | 100,00% |
11/11/2024 | 3,93% | 0,75 CHF | 0,76 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 18 511 CHF | 19 181 CHF | 99,62% | 99,62% |
08/11/2024 | 1,62% | 0,89 CHF | 0,90 CHF | 94 000 | 94 000 | 42 699 | 42 699 | 39 652 CHF | 40 206 CHF | 99,33% | 99,33% |
07/11/2024 | 1,64% | 0,93 CHF | 0,94 CHF | 96 000 | 96 000 | 42 796 | 42 796 | 40 088 CHF | 40 643 CHF | 100,00% | 100,00% |