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 | 1,28% | 0,76 CHF | 0,77 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 82 135 CHF | 83 189 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 85 072 CHF | 86 102 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 86 183 CHF | 87 203 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 86 515 CHF | 87 517 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 86 554 CHF | 87 567 CHF | 99,39% | 99,39% |
13/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 86 099 CHF | 87 110 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 86 713 CHF | 87 716 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 88 727 CHF | 89 727 CHF | 99,93% | 99,93% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 86 521 CHF | 87 536 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 88 631 CHF | 89 631 CHF | 100,00% | 100,00% |