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 | 4,01% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 207 613 | 100 000 | 50 739 CHF | 25 496 CHF | 95,85% | 95,85% |
19/11/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 212 585 | 100 000 | 50 630 CHF | 24 874 CHF | 99,33% | 99,33% |
18/11/2024 | 4,17% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 187 962 | 88 969 | 48 858 CHF | 24 037 CHF | 99,97% | 99,97% |
15/11/2024 | 3,37% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 175 800 | 100 000 | 51 272 CHF | 30 185 CHF | 100,00% | 100,00% |
14/11/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 173 928 | 100 000 | 51 709 CHF | 30 748 CHF | 99,09% | 99,09% |
13/11/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 170 988 | 99 143 | 51 547 CHF | 30 902 CHF | 98,94% | 98,94% |
12/11/2024 | 2,76% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 143 486 | 100 000 | 51 173 CHF | 36 722 CHF | 96,49% | 96,49% |
11/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 446 | 100 000 | 51 244 CHF | 39 996 CHF | 98,15% | 98,15% |
08/11/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 147 413 | 100 000 | 51 823 CHF | 36 215 CHF | 98,85% | 98,85% |
07/11/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 131 719 | 97 611 | 51 824 CHF | 39 516 CHF | 95,95% | 95,95% |