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 | 1,83% | 0,52 CHF | 0,53 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 57 032 CHF | 58 087 CHF | 100,00% | 100,00% |
19/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 60 581 CHF | 61 610 CHF | 100,00% | 100,00% |
18/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 61 920 CHF | 62 940 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 137 | 100 137 | 62 555 CHF | 63 557 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 62 300 CHF | 63 313 CHF | 99,34% | 99,34% |
13/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 61 959 CHF | 62 971 CHF | 100,00% | 100,00% |
12/11/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 62 716 CHF | 63 720 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 64 833 CHF | 65 833 CHF | 99,93% | 99,93% |
08/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 62 198 CHF | 63 214 CHF | 100,00% | 100,00% |
07/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 64 597 CHF | 65 597 CHF | 100,00% | 100,00% |