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 | 8,03% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 423 169 | 100 000 | 50 548 CHF | 12 996 CHF | 95,85% | 95,85% |
19/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 432 255 | 100 000 | 50 498 CHF | 12 735 CHF | 99,33% | 99,33% |
18/11/2024 | 7,60% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 392 965 | 88 969 | 50 638 CHF | 12 342 CHF | 99,97% | 99,97% |
15/11/2024 | 6,65% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 348 716 | 100 000 | 50 739 CHF | 15 564 CHF | 100,00% | 100,00% |
14/11/2024 | 6,50% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 341 744 | 100 000 | 50 890 CHF | 15 913 CHF | 99,09% | 99,09% |
13/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 338 636 | 99 143 | 50 947 CHF | 15 935 CHF | 98,94% | 98,94% |
12/11/2024 | 5,24% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 275 464 | 100 000 | 51 169 CHF | 19 608 CHF | 96,49% | 96,49% |
11/11/2024 | 4,71% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 242 419 | 100 000 | 50 304 CHF | 21 759 CHF | 98,15% | 98,15% |
08/11/2024 | 5,32% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 275 977 | 100 000 | 50 440 CHF | 19 332 CHF | 98,85% | 98,85% |
07/11/2024 | 4,68% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 239 152 | 97 611 | 50 500 CHF | 21 689 CHF | 95,95% | 95,95% |