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 | 1,65% | 0,60 CHF | 0,61 CHF | 108 000 | 108 000 | 105 353 | 105 353 | 63 458 CHF | 64 511 CHF | 100,00% | 100,00% |
19/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 110 000 | 110 000 | 107 062 | 107 062 | 66 232 CHF | 67 303 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 68 746 CHF | 69 817 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 112 000 | 112 000 | 108 236 | 108 236 | 73 042 CHF | 74 125 CHF | 100,00% | 100,00% |
14/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 112 000 | 112 000 | 109 507 | 109 507 | 78 100 CHF | 79 195 CHF | 99,34% | 99,34% |
13/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 112 000 | 112 000 | 108 897 | 108 897 | 75 189 CHF | 76 278 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 112 000 | 112 000 | 110 612 | 110 612 | 76 544 CHF | 77 650 CHF | 68,32% | 100,00% |
11/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 110 000 | 110 000 | 105 399 | 105 399 | 66 018 CHF | 67 072 CHF | 99,93% | 99,93% |
08/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 108 000 | 108 000 | 103 453 | 103 453 | 58 675 CHF | 59 710 CHF | 100,00% | 100,00% |
07/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 102 000 | 102 000 | 99 411 | 99 411 | 45 615 CHF | 46 610 CHF | 98,53% | 98,53% |