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 | 3,91% | 0,60 CHF | 0,61 CHF | 195 000 | 195 000 | 86 995 | 86 995 | 51 397 CHF | 52 972 CHF | 99,89% | 99,89% |
19/11/2024 | 4,47% | 0,57 CHF | 0,58 CHF | 195 000 | 195 000 | 80 355 | 80 355 | 44 085 CHF | 45 529 CHF | 100,00% | 100,00% |
18/11/2024 | 3,75% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 89 572 | 89 572 | 43 990 CHF | 45 392 CHF | 99,89% | 99,89% |
15/11/2024 | 3,82% | 0,47 CHF | 0,48 CHF | 205 000 | 205 000 | 91 450 | 91 450 | 42 454 CHF | 43 841 CHF | 99,89% | 99,89% |
14/11/2024 | 4,33% | 0,50 CHF | 0,51 CHF | 200 000 | 200 000 | 68 838 | 68 838 | 34 687 CHF | 35 722 CHF | 100,00% | 100,00% |
13/11/2024 | 3,96% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 87 856 | 87 856 | 49 626 CHF | 51 209 CHF | 99,92% | 99,92% |
12/11/2024 | 3,59% | 0,57 CHF | 0,58 CHF | 195 000 | 195 000 | 86 099 | 86 099 | 53 620 CHF | 55 171 CHF | 99,85% | 99,85% |
11/11/2024 | 3,28% | 0,66 CHF | 0,67 CHF | 190 000 | 190 000 | 83 934 | 83 934 | 57 736 CHF | 59 250 CHF | 99,63% | 99,63% |
08/11/2024 | 3,38% | 0,68 CHF | 0,69 CHF | 190 000 | 190 000 | 85 023 | 85 023 | 57 456 CHF | 58 995 CHF | 100,00% | 100,00% |
07/11/2024 | 3,60% | 0,67 CHF | 0,68 CHF | 190 000 | 190 000 | 85 393 | 85 393 | 55 587 CHF | 57 135 CHF | 100,00% | 100,00% |