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 | 1,72% | 0,58 CHF | 0,59 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 52 814 CHF | 53 729 CHF | 100,00% | 100,00% |
19/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 94 000 | 94 000 | 91 392 | 91 392 | 53 109 CHF | 54 023 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 94 000 | 94 000 | 91 505 | 91 505 | 53 189 CHF | 54 104 CHF | 100,00% | 100,00% |
15/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 94 000 | 94 000 | 91 396 | 91 396 | 54 155 CHF | 55 068 CHF | 100,00% | 100,00% |
14/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 94 000 | 94 000 | 92 568 | 92 568 | 58 303 CHF | 59 229 CHF | 99,39% | 99,39% |
13/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 94 000 | 94 000 | 91 731 | 91 731 | 55 355 CHF | 56 272 CHF | 100,00% | 100,00% |
12/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 94 000 | 94 000 | 91 115 | 91 115 | 54 437 CHF | 55 349 CHF | 98,86% | 100,00% |
11/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 92 000 | 92 000 | 87 739 | 87 739 | 46 703 CHF | 47 580 CHF | 99,93% | 99,93% |
08/11/2024 | 2,07% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 85 908 | 85 908 | 41 148 CHF | 42 008 CHF | 100,00% | 100,00% |
07/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 84 000 | 84 000 | 82 887 | 82 887 | 33 229 CHF | 34 058 CHF | 98,41% | 98,41% |