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 | 1,42% | 0,70 CHF | 0,71 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 63 897 CHF | 64 812 CHF | 100,00% | 100,00% |
19/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 64 151 CHF | 65 065 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 94 000 | 94 000 | 91 505 | 91 505 | 64 343 CHF | 65 258 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 94 000 | 94 000 | 91 397 | 91 397 | 65 279 CHF | 66 193 CHF | 100,00% | 100,00% |
14/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 94 000 | 94 000 | 92 566 | 92 566 | 69 604 CHF | 70 529 CHF | 99,34% | 99,34% |
13/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 94 000 | 94 000 | 91 730 | 91 730 | 66 516 CHF | 67 433 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 65 577 CHF | 66 488 CHF | 98,86% | 100,00% |
11/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 57 446 CHF | 58 323 CHF | 99,93% | 99,93% |
08/11/2024 | 1,65% | 0,65 CHF | 0,66 CHF | 90 000 | 90 000 | 85 908 | 85 908 | 51 686 CHF | 52 545 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 84 000 | 84 000 | 82 886 | 82 886 | 43 395 CHF | 44 224 CHF | 98,41% | 98,41% |