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 | 1,77% | 0,83 CHF | 0,84 CHF | 92 000 | 92 000 | 41 096 | 41 096 | 34 989 CHF | 35 522 CHF | 99,90% | 99,90% |
19/11/2024 | 1,65% | 0,92 CHF | 0,93 CHF | 92 000 | 92 000 | 38 260 | 38 260 | 35 527 CHF | 36 032 CHF | 100,00% | 100,00% |
18/11/2024 | 1,76% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 41 032 | 41 032 | 36 141 CHF | 36 673 CHF | 99,90% | 99,90% |
15/11/2024 | 1,73% | 0,91 CHF | 0,92 CHF | 90 000 | 90 000 | 36 800 | 36 800 | 33 513 CHF | 33 964 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,90 CHF | 0,91 CHF | 90 000 | 90 000 | 40 409 | 40 409 | 36 893 CHF | 37 419 CHF | 100,00% | 100,00% |
13/11/2024 | 1,87% | 0,86 CHF | 0,87 CHF | 92 000 | 92 000 | 41 455 | 41 455 | 34 514 CHF | 35 050 CHF | 98,61% | 99,78% |
12/11/2024 | 1,67% | 0,86 CHF | 0,87 CHF | 92 000 | 92 000 | 40 584 | 40 584 | 37 180 CHF | 37 707 CHF | 100,00% | 100,00% |
11/11/2024 | 4,01% | 0,95 CHF | 0,96 CHF | 90 000 | 90 000 | 22 701 | 22 701 | 20 109 CHF | 20 779 CHF | 99,61% | 99,61% |
08/11/2024 | 2,08% | 0,80 CHF | 0,81 CHF | 94 000 | 94 000 | 42 695 | 42 695 | 32 475 CHF | 33 028 CHF | 99,33% | 99,33% |
07/11/2024 | 2,04% | 0,76 CHF | 0,77 CHF | 96 000 | 96 000 | 42 793 | 42 793 | 32 297 CHF | 32 852 CHF | 100,00% | 100,00% |