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 | 5,90% | 0,95 CHF | 0,98 CHF | 60 000 | 30 000 | 60 000 | 11 210 | 53 179 CHF | 10 706 CHF | 99,58% | 99,58% |
19/11/2024 | 6,12% | 0,88 CHF | 0,91 CHF | 60 000 | 30 000 | 62 098 | 11 210 | 52 698 CHF | 10 140 CHF | 99,60% | 99,60% |
18/11/2024 | 6,92% | 0,79 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 18 784 | 52 329 CHF | 15 056 CHF | 98,48% | 98,48% |
15/11/2024 | 7,11% | 0,71 CHF | 0,74 CHF | 80 000 | 50 000 | 71 793 | 18 684 | 51 904 CHF | 14 260 CHF | 99,61% | 99,61% |
14/11/2024 | 7,81% | 0,75 CHF | 0,78 CHF | 70 000 | 50 000 | 78 590 | 18 684 | 52 239 CHF | 13 906 CHF | 99,61% | 99,61% |
13/11/2024 | 6,66% | 0,73 CHF | 0,76 CHF | 70 000 | 30 000 | 70 000 | 11 321 | 53 917 CHF | 9 065 CHF | 97,55% | 97,55% |
12/11/2024 | 6,74% | 0,78 CHF | 0,81 CHF | 70 000 | 30 000 | 70 000 | 11 217 | 53 755 CHF | 9 155 CHF | 99,48% | 99,48% |
11/11/2024 | 8,45% | 0,85 CHF | 0,90 CHF | 60 000 | 30 000 | 54 021 | 11 275 | 53 502 CHF | 11 394 CHF | 98,39% | 98,39% |
08/11/2024 | 7,90% | 1,12 CHF | 1,17 CHF | 50 000 | 30 000 | 50 000 | 11 212 | 54 303 CHF | 13 172 CHF | 99,58% | 99,58% |
07/11/2024 | 6,95% | 1,17 CHF | 1,22 CHF | 50 000 | 30 000 | 50 000 | 13 840 | 57 677 CHF | 16 576 CHF | 57,42% | 57,42% |