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 | 1,96% | 0,50 CHF | 0,51 CHF | 108 000 | 108 000 | 105 352 | 105 352 | 53 265 CHF | 54 319 CHF | 100,00% | 100,00% |
19/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 55 950 CHF | 57 020 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 58 280 CHF | 59 352 CHF | 100,00% | 100,00% |
15/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 112 000 | 112 000 | 108 237 | 108 237 | 62 408 CHF | 63 490 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 112 000 | 112 000 | 109 506 | 109 506 | 67 314 CHF | 68 409 CHF | 99,33% | 99,33% |
13/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 112 000 | 112 000 | 108 897 | 108 897 | 64 499 CHF | 65 588 CHF | 100,00% | 100,00% |
12/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 112 000 | 112 000 | 110 613 | 110 613 | 65 738 CHF | 66 844 CHF | 68,32% | 100,00% |
11/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 55 595 CHF | 56 649 CHF | 99,93% | 99,93% |
08/11/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 48 607 CHF | 49 641 CHF | 100,00% | 100,00% |
07/11/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 102 000 | 102 000 | 99 411 | 99 411 | 35 998 CHF | 36 992 CHF | 98,53% | 98,53% |