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 | 1,48% | 0,66 CHF | 0,67 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 71 166 CHF | 72 226 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 106 000 | 106 000 | 104 753 | 104 753 | 73 023 CHF | 74 071 CHF | 99,88% | 99,88% |
18/11/2024 | 1,48% | 0,73 CHF | 0,74 CHF | 104 000 | 104 000 | 105 687 | 105 687 | 70 806 CHF | 71 862 CHF | 100,00% | 100,00% |
15/11/2024 | 1,49% | 0,64 CHF | 0,65 CHF | 106 000 | 106 000 | 106 131 | 106 131 | 70 786 CHF | 71 848 CHF | 100,00% | 100,00% |
14/11/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 104 000 | 104 000 | 105 394 | 105 394 | 73 365 CHF | 74 419 CHF | 100,00% | 100,00% |
13/11/2024 | 1,55% | 0,77 CHF | 0,78 CHF | 104 000 | 104 000 | 106 602 | 106 602 | 68 790 CHF | 69 856 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,76 CHF | 0,77 CHF | 104 000 | 104 000 | 99 988 | 99 988 | 91 457 CHF | 92 457 CHF | 99,91% | 99,91% |
11/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 98 000 | 98 000 | 98 000 | 98 000 | 97 196 CHF | 98 176 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 98 000 | 98 000 | 99 561 | 99 561 | 92 935 CHF | 93 931 CHF | 98,91% | 98,91% |
07/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 98 245 | 98 245 | 93 476 CHF | 94 459 CHF | 100,00% | 100,00% |