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 | 1,17% | 0,85 CHF | 0,86 CHF | 93 000 | 93 000 | 90 518 | 90 518 | 77 207 CHF | 78 112 CHF | 100,00% | 100,00% |
19/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 93 000 | 93 000 | 90 418 | 90 418 | 77 374 CHF | 78 278 CHF | 100,00% | 100,00% |
18/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 77 704 CHF | 78 610 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 78 643 CHF | 79 547 CHF | 100,00% | 100,00% |
14/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 93 000 | 93 000 | 91 592 | 91 592 | 83 159 CHF | 84 075 CHF | 99,33% | 99,33% |
13/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 93 000 | 93 000 | 90 756 | 90 756 | 79 932 CHF | 80 840 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 78 966 CHF | 79 867 CHF | 98,86% | 100,00% |
11/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 91 000 | 91 000 | 86 766 | 86 766 | 70 359 CHF | 71 227 CHF | 99,93% | 99,93% |
08/11/2024 | 1,31% | 0,80 CHF | 0,81 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 64 290 CHF | 65 139 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 83 000 | 83 000 | 81 914 | 81 914 | 55 547 CHF | 56 366 CHF | 98,41% | 98,41% |