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 | 1,88% | 0,55 CHF | 0,56 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 48 996 CHF | 49 927 CHF | 100,00% | 100,00% |
19/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 50 825 CHF | 51 760 CHF | 100,00% | 100,00% |
18/11/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 92 000 | 92 000 | 92 630 | 92 630 | 47 297 CHF | 48 223 CHF | 100,00% | 100,00% |
15/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 48 995 CHF | 49 921 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 53 764 CHF | 54 701 CHF | 99,33% | 99,33% |
13/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 65 866 CHF | 66 823 CHF | 100,00% | 100,00% |
12/11/2024 | 1,60% | 0,71 CHF | 0,72 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 58 950 CHF | 59 896 CHF | 100,00% | 100,00% |
11/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 51 657 CHF | 52 587 CHF | 99,93% | 99,93% |
08/11/2024 | 1,81% | 0,59 CHF | 0,60 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 50 894 CHF | 51 823 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 91 000 | 91 000 | 91 390 | 91 390 | 45 249 CHF | 46 163 CHF | 100,00% | 100,00% |