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 | 1,42% | 0,67 CHF | 0,68 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 73 514 CHF | 74 568 CHF | 100,00% | 100,00% |
19/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 76 618 CHF | 77 648 CHF | 100,00% | 100,00% |
18/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 77 962 CHF | 78 982 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 78 359 CHF | 79 360 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 78 241 CHF | 79 254 CHF | 99,33% | 99,33% |
13/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 77 797 CHF | 78 808 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 102 000 | 102 000 | 100 319 | 100 319 | 78 565 CHF | 79 568 CHF | 100,00% | 100,00% |
11/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 80 556 CHF | 81 556 CHF | 99,93% | 99,93% |
08/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 78 145 CHF | 79 160 CHF | 100,00% | 100,00% |
07/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 79 949 CHF | 80 949 CHF | 100,00% | 100,00% |