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 | 1,81% | 0,53 CHF | 0,54 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 57 758 CHF | 58 813 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 61 265 CHF | 62 295 CHF | 100,00% | 100,00% |
18/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 62 667 CHF | 63 687 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 137 | 100 137 | 63 328 CHF | 64 329 CHF | 100,00% | 100,00% |
14/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 101 358 | 101 358 | 63 075 CHF | 64 089 CHF | 99,33% | 99,33% |
13/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 63 203 CHF | 64 214 CHF | 100,00% | 100,00% |
12/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 63 937 CHF | 64 940 CHF | 100,00% | 100,00% |
11/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 65 995 CHF | 66 995 CHF | 99,93% | 99,93% |
08/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 63 388 CHF | 64 403 CHF | 100,00% | 100,00% |
07/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 65 349 CHF | 66 349 CHF | 100,00% | 100,00% |