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 | 6,20% | 0,38 CHF | 0,39 CHF | 195 000 | 195 000 | 86 985 | 86 985 | 32 236 CHF | 33 811 CHF | 99,89% | 99,89% |
19/11/2024 | 7,54% | 0,35 CHF | 0,36 CHF | 195 000 | 195 000 | 80 345 | 80 345 | 26 418 CHF | 27 862 CHF | 100,00% | 100,00% |
18/11/2024 | 6,67% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 89 571 | 89 571 | 24 179 CHF | 25 581 CHF | 99,89% | 99,89% |
15/11/2024 | 7,60% | 0,25 CHF | 0,26 CHF | 205 000 | 205 000 | 91 450 | 91 450 | 22 188 CHF | 23 625 CHF | 99,89% | 99,89% |
14/11/2024 | 7,56% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 68 841 | 68 841 | 19 483 CHF | 20 519 CHF | 100,00% | 100,00% |
13/11/2024 | 6,31% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 87 829 | 87 829 | 30 306 CHF | 31 889 CHF | 100,00% | 100,00% |
12/11/2024 | 5,43% | 0,36 CHF | 0,37 CHF | 195 000 | 195 000 | 86 096 | 86 096 | 34 724 CHF | 36 275 CHF | 99,85% | 99,85% |
11/11/2024 | 4,73% | 0,44 CHF | 0,45 CHF | 190 000 | 190 000 | 83 944 | 83 944 | 39 389 CHF | 40 903 CHF | 99,59% | 99,59% |
08/11/2024 | 4,90% | 0,46 CHF | 0,47 CHF | 190 000 | 190 000 | 85 312 | 85 312 | 39 200 CHF | 40 740 CHF | 99,24% | 99,24% |
07/11/2024 | 5,41% | 0,46 CHF | 0,47 CHF | 190 000 | 190 000 | 85 400 | 85 400 | 37 077 CHF | 38 625 CHF | 100,00% | 100,00% |