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 | 1,33% | 0,73 CHF | 0,74 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 78 912 CHF | 79 966 CHF | 100,00% | 100,00% |
19/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 81 940 CHF | 82 969 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 83 095 CHF | 84 115 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 83 493 CHF | 84 495 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 83 478 CHF | 84 491 CHF | 99,33% | 99,33% |
13/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 83 017 CHF | 84 029 CHF | 100,00% | 100,00% |
12/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 83 688 CHF | 84 691 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 85 719 CHF | 86 719 CHF | 99,93% | 99,93% |
08/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 83 424 CHF | 84 439 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 85 135 CHF | 86 134 CHF | 100,00% | 100,00% |