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% | 0,71 CHF | 0,72 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 76 740 CHF | 77 794 CHF | 100,00% | 100,00% |
19/11/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 79 741 CHF | 80 770 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 81 565 CHF | 82 585 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 81 834 CHF | 82 836 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 81 705 CHF | 82 718 CHF | 99,39% | 99,39% |
13/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 81 430 CHF | 82 441 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 81 992 CHF | 82 995 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 84 010 CHF | 85 010 CHF | 99,93% | 99,93% |
08/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 102 000 | 102 000 | 101 520 | 101 520 | 81 721 CHF | 82 736 CHF | 100,00% | 100,00% |
07/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 83 511 CHF | 84 511 CHF | 100,00% | 100,00% |