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 | 1,34% | 0,74 CHF | 0,75 CHF | 93 000 | 93 000 | 90 519 | 90 519 | 67 233 CHF | 68 138 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 93 000 | 93 000 | 90 417 | 90 417 | 67 455 CHF | 68 359 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 93 000 | 93 000 | 90 530 | 90 530 | 67 741 CHF | 68 646 CHF | 100,00% | 100,00% |
15/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 93 000 | 93 000 | 90 423 | 90 423 | 68 627 CHF | 69 531 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 93 000 | 93 000 | 91 591 | 91 591 | 73 004 CHF | 73 919 CHF | 99,33% | 99,33% |
13/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 93 000 | 93 000 | 90 757 | 90 757 | 69 882 CHF | 70 790 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 93 000 | 93 000 | 90 141 | 90 141 | 68 928 CHF | 69 829 CHF | 98,86% | 100,00% |
11/11/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 91 000 | 91 000 | 86 766 | 86 766 | 60 675 CHF | 61 543 CHF | 99,93% | 99,93% |
08/11/2024 | 1,54% | 0,69 CHF | 0,70 CHF | 89 000 | 89 000 | 84 935 | 84 935 | 54 867 CHF | 55 716 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 83 000 | 83 000 | 81 912 | 81 912 | 46 410 CHF | 47 229 CHF | 98,41% | 98,41% |