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 | 1,68% | 0,57 CHF | 0,58 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 54 865 CHF | 55 796 CHF | 100,00% | 100,00% |
19/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 53 435 CHF | 54 370 CHF | 100,00% | 100,00% |
18/11/2024 | 1,62% | 0,65 CHF | 0,66 CHF | 92 000 | 92 000 | 92 629 | 92 629 | 56 602 CHF | 57 529 CHF | 100,00% | 100,00% |
15/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 55 315 CHF | 56 241 CHF | 100,00% | 100,00% |
14/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 51 406 CHF | 52 343 CHF | 99,33% | 99,33% |
13/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 41 298 CHF | 42 255 CHF | 100,00% | 100,00% |
12/11/2024 | 1,99% | 0,41 CHF | 0,42 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 47 239 CHF | 48 185 CHF | 100,00% | 100,00% |
11/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 53 362 CHF | 54 292 CHF | 99,93% | 99,93% |
08/11/2024 | 1,69% | 0,54 CHF | 0,55 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 54 641 CHF | 55 570 CHF | 100,00% | 100,00% |
07/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 59 177 CHF | 60 091 CHF | 100,00% | 100,00% |