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 | 1,36% | 0,66 CHF | 0,67 CHF | 104 000 | 104 000 | 102 621 | 102 621 | 75 361 CHF | 76 388 CHF | 93,41% | 100,00% |
19/11/2024 | 1,34% | 0,71 CHF | 0,72 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 76 222 CHF | 77 250 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 0,76 CHF | 0,77 CHF | 102 000 | 102 000 | 103 262 | 103 262 | 71 261 CHF | 72 294 CHF | 41,23% | 100,00% |
15/11/2024 | 0,94% | 0,86 CHF | 1,06 CHF | 100 000 | 97 000 | 97 000 | 97 000 | 102 414 CHF | 103 384 CHF | 0,20% | 100,00% |
14/11/2024 | - | 1,15 CHF | 1,01 CHF | 96 000 | 1 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | - | 0,73 CHF | - CHF | 103 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 0,79 CHF | - CHF | 102 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,79 CHF | - CHF | 102 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 1,39% | 0,69 CHF | 0,70 CHF | 103 000 | 103 000 | 102 712 | 102 712 | 73 484 CHF | 74 512 CHF | 99,50% | 100,00% |
07/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 102 000 | 102 000 | 101 956 | 101 956 | 75 366 CHF | 76 386 CHF | 25,76% | 100,00% |