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 | 1,21% | 0,80 CHF | 0,81 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 86 570 CHF | 87 625 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 104 000 | 104 000 | 102 960 | 102 960 | 89 795 CHF | 90 824 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 91 122 CHF | 92 142 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 91 281 CHF | 92 282 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 91 162 CHF | 92 175 CHF | 99,39% | 99,39% |
13/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 90 882 CHF | 91 893 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 91 470 CHF | 92 474 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 93 318 CHF | 94 318 CHF | 99,93% | 99,93% |
08/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 91 259 CHF | 92 274 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 92 861 CHF | 93 860 CHF | 100,00% | 100,00% |