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 | 1,67% | 0,57 CHF | 0,58 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 62 448 CHF | 63 503 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 0,61 CHF | 0,62 CHF | 104 000 | 104 000 | 102 960 | 102 960 | 65 888 CHF | 66 918 CHF | 100,00% | 100,00% |
18/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 67 218 CHF | 68 238 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 67 714 CHF | 68 716 CHF | 100,00% | 100,00% |
14/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 67 477 CHF | 68 490 CHF | 99,34% | 99,34% |
13/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 67 202 CHF | 68 213 CHF | 100,00% | 100,00% |
12/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 67 885 CHF | 68 889 CHF | 100,00% | 100,00% |
11/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 69 965 CHF | 70 965 CHF | 99,93% | 99,93% |
08/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 67 891 CHF | 68 906 CHF | 100,00% | 100,00% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 69 744 CHF | 70 744 CHF | 100,00% | 100,00% |