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 | 7,66% | 0,30 CHF | 0,31 CHF | 195 000 | 195 000 | 86 995 | 86 995 | 25 851 CHF | 27 426 CHF | 99,89% | 99,89% |
19/11/2024 | 9,81% | 0,28 CHF | 0,29 CHF | 195 000 | 195 000 | 80 356 | 80 356 | 20 442 CHF | 21 887 CHF | 100,00% | 100,00% |
18/11/2024 | 10,09% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 17 633 CHF | 19 143 CHF | 99,89% | 99,89% |
15/11/2024 | 11,43% | 0,18 CHF | 0,19 CHF | 205 000 | 205 000 | 91 453 | 91 453 | 15 960 CHF | 17 484 CHF | 99,89% | 99,89% |
14/11/2024 | 10,41% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 68 837 | 68 837 | 14 296 CHF | 15 356 CHF | 100,00% | 100,00% |
13/11/2024 | 7,86% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 87 829 | 87 829 | 23 841 CHF | 25 425 CHF | 100,00% | 100,00% |
12/11/2024 | 6,62% | 0,28 CHF | 0,29 CHF | 195 000 | 195 000 | 86 099 | 86 099 | 28 170 CHF | 29 720 CHF | 99,85% | 99,85% |
11/11/2024 | 5,57% | 0,37 CHF | 0,38 CHF | 190 000 | 190 000 | 83 947 | 83 947 | 33 142 CHF | 34 656 CHF | 99,58% | 99,58% |
08/11/2024 | 5,84% | 0,39 CHF | 0,40 CHF | 190 000 | 190 000 | 85 029 | 85 029 | 32 722 CHF | 34 262 CHF | 100,00% | 100,00% |
07/11/2024 | 6,55% | 0,38 CHF | 0,39 CHF | 190 000 | 190 000 | 85 398 | 85 398 | 30 656 CHF | 32 204 CHF | 100,00% | 100,00% |