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 | 2,18% | 0,43 CHF | 0,44 CHF | 106 000 | 106 000 | 105 441 | 105 441 | 47 940 CHF | 48 995 CHF | 100,00% | 100,00% |
19/11/2024 | 1,97% | 0,47 CHF | 0,48 CHF | 104 000 | 104 000 | 102 961 | 102 961 | 51 631 CHF | 52 660 CHF | 100,00% | 100,00% |
18/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 102 000 | 102 000 | 102 000 | 102 000 | 53 217 CHF | 54 237 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 138 | 100 138 | 53 968 CHF | 54 969 CHF | 100,00% | 100,00% |
14/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 101 359 | 101 359 | 53 436 CHF | 54 450 CHF | 99,33% | 99,33% |
13/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 102 000 | 102 000 | 101 138 | 101 138 | 53 281 CHF | 54 293 CHF | 100,00% | 100,00% |
12/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 102 000 | 102 000 | 100 320 | 100 320 | 54 578 CHF | 55 581 CHF | 100,00% | 100,00% |
11/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 56 664 CHF | 57 664 CHF | 99,93% | 99,93% |
08/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 102 000 | 102 000 | 101 519 | 101 519 | 53 817 CHF | 54 832 CHF | 100,00% | 100,00% |
07/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 996 | 99 996 | 55 901 CHF | 56 901 CHF | 100,00% | 100,00% |