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 | 2,23% | 0,36 CHF | 0,45 CHF | 104 000 | 102 000 | 102 000 | 102 000 | 45 212 CHF | 46 232 CHF | 20,41% | 100,00% |
19/11/2024 | 2,27% | 0,41 CHF | 0,43 CHF | 103 000 | 103 000 | 102 589 | 102 589 | 44 838 CHF | 45 864 CHF | 75,44% | 100,00% |
18/11/2024 | 2,60% | 0,44 CHF | 0,45 CHF | 102 000 | 102 000 | 103 246 | 103 246 | 39 502 CHF | 40 534 CHF | 40,49% | 100,00% |
15/11/2024 | 1,42% | 0,53 CHF | 0,70 CHF | 100 000 | 98 000 | 97 352 | 97 352 | 68 117 CHF | 69 090 CHF | 9,11% | 100,00% |
14/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 96 000 | 96 000 | 95 614 | 95 614 | 78 363 CHF | 79 320 CHF | 27,02% | 100,00% |
13/11/2024 | - | 0,41 CHF | - CHF | 103 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 0,47 CHF | - CHF | 102 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,46 CHF | - CHF | 102 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 2,29% | 0,39 CHF | 0,40 CHF | 103 000 | 103 000 | 102 093 | 102 093 | 44 413 CHF | 45 434 CHF | 36,03% | 100,00% |
07/11/2024 | - | 0,41 CHF | - CHF | 102 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |