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 | 1,18% | 0,85 CHF | 0,86 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 76 452 CHF | 77 357 CHF | 100,00% | 100,00% |
19/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 76 624 CHF | 77 528 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 76 858 CHF | 77 763 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 77 872 CHF | 78 777 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 93 000 | 93 000 | 91 591 | 91 591 | 82 398 CHF | 83 314 CHF | 99,34% | 99,34% |
13/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 93 000 | 93 000 | 90 756 | 90 756 | 79 162 CHF | 80 069 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 78 192 CHF | 79 093 CHF | 98,86% | 100,00% |
11/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 91 000 | 91 000 | 86 765 | 86 765 | 69 562 CHF | 70 430 CHF | 99,93% | 99,93% |
08/11/2024 | 1,33% | 0,79 CHF | 0,80 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 63 489 CHF | 64 339 CHF | 100,00% | 100,00% |
07/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 83 000 | 83 000 | 81 913 | 81 913 | 54 759 CHF | 55 578 CHF | 98,41% | 98,41% |