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 | 1,56% | 0,61 CHF | 0,62 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 66 933 CHF | 67 987 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,65 CHF | 0,66 CHF | 104 000 | 104 000 | 102 960 | 102 960 | 70 136 CHF | 71 166 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 71 586 CHF | 72 606 CHF | 100,00% | 100,00% |
15/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 137 | 100 137 | 72 019 CHF | 73 020 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 71 708 CHF | 72 721 CHF | 99,39% | 99,39% |
13/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 71 855 CHF | 72 866 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 72 638 CHF | 73 642 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 74 680 CHF | 75 680 CHF | 99,93% | 99,93% |
08/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 102 000 | 102 000 | 101 520 | 101 520 | 72 197 CHF | 73 212 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 74 026 CHF | 75 026 CHF | 100,00% | 100,00% |