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% | 0,60 CHF | 0,61 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 68 963 CHF | 69 990 CHF | 100,00% | 100,00% |
19/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 70 296 CHF | 71 324 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,70 CHF | 0,71 CHF | 102 000 | 102 000 | 103 080 | 103 080 | 66 210 CHF | 67 241 CHF | 68,14% | 100,00% |
15/11/2024 | 1,12% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 98 717 | 98 717 | 88 133 CHF | 89 120 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,10 CHF | 1,11 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 99 808 CHF | 100 775 CHF | 100,00% | 100,00% |
13/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 69 536 CHF | 70 560 CHF | 100,00% | 100,00% |
12/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 77 160 CHF | 78 163 CHF | 100,00% | 100,00% |
11/11/2024 | - | 0,73 CHF | 0,75 CHF | 102 000 | 11 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 67 488 CHF | 68 516 CHF | 100,00% | 100,00% |
07/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 102 000 | 102 000 | 102 629 | 102 629 | 66 072 CHF | 67 099 CHF | 100,00% | 100,00% |