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 | 1,66% | 0,62 CHF | 0,63 CHF | 110 000 | 110 000 | 109 125 | 109 125 | 65 278 CHF | 66 369 CHF | 99,48% | 99,48% |
19/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 108 000 | 108 000 | 108 645 | 108 645 | 63 401 CHF | 64 488 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 56 754 CHF | 57 814 CHF | 99,89% | 99,89% |
15/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 106 000 | 106 000 | 106 162 | 106 162 | 58 056 CHF | 59 117 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 108 000 | 108 000 | 107 944 | 107 944 | 61 810 CHF | 62 889 CHF | 98,51% | 98,51% |
13/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 108 000 | 108 000 | 108 219 | 108 219 | 62 791 CHF | 63 873 CHF | 100,00% | 100,00% |
12/11/2024 | 1,78% | 0,59 CHF | 0,60 CHF | 108 000 | 108 000 | 106 996 | 106 996 | 59 453 CHF | 60 523 CHF | 99,88% | 99,88% |
11/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 106 000 | 106 000 | 106 000 | 106 000 | 55 767 CHF | 56 827 CHF | 100,00% | 100,00% |
08/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 108 000 | 108 000 | 107 925 | 107 925 | 62 110 CHF | 63 189 CHF | 99,04% | 99,04% |
07/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 108 000 | 108 000 | 105 748 | 105 748 | 58 187 CHF | 59 244 CHF | 100,00% | 100,00% |