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 | 1,25% | 0,77 CHF | 0,78 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 83 915 CHF | 84 969 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 86 675 CHF | 87 705 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 88 044 CHF | 89 064 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 88 245 CHF | 89 247 CHF | 100,00% | 100,00% |
14/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 88 100 CHF | 89 114 CHF | 99,33% | 99,33% |
13/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 87 839 CHF | 88 850 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 88 445 CHF | 89 448 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 90 310 CHF | 91 310 CHF | 99,93% | 99,93% |
08/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 88 666 CHF | 89 681 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 90 337 CHF | 91 337 CHF | 100,00% | 100,00% |