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 | 1,46% | 0,66 CHF | 0,67 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 71 798 CHF | 72 852 CHF | 100,00% | 100,00% |
19/11/2024 | 1,36% | 0,70 CHF | 0,71 CHF | 104 000 | 104 000 | 102 960 | 102 960 | 74 989 CHF | 76 018 CHF | 100,00% | 100,00% |
18/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 76 822 CHF | 77 842 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 77 165 CHF | 78 167 CHF | 100,00% | 100,00% |
14/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 76 936 CHF | 77 949 CHF | 99,39% | 99,39% |
13/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 76 707 CHF | 77 718 CHF | 100,00% | 100,00% |
12/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 77 396 CHF | 78 400 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 79 267 CHF | 80 267 CHF | 99,93% | 99,93% |
08/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 102 000 | 102 000 | 101 520 | 101 520 | 76 936 CHF | 77 951 CHF | 100,00% | 100,00% |
07/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 78 720 CHF | 79 720 CHF | 100,00% | 100,00% |