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 | 2,25% | 0,48 CHF | 0,49 CHF | 270 000 | 270 000 | 120 511 | 120 511 | 54 585 CHF | 55 796 CHF | 99,66% | 99,66% |
19/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 270 000 | 270 000 | 120 128 | 120 128 | 54 485 CHF | 55 691 CHF | 99,59% | 99,59% |
18/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 270 000 | 270 000 | 116 539 | 116 539 | 58 391 CHF | 59 561 CHF | 98,99% | 98,99% |
15/11/2024 | 2,59% | 0,48 CHF | 0,49 CHF | 270 000 | 270 000 | 90 296 | 90 296 | 39 301 CHF | 40 209 CHF | 98,36% | 98,36% |
14/11/2024 | 6,10% | 0,43 CHF | 0,44 CHF | 310 000 | 310 000 | 125 718 | 125 718 | 50 133 CHF | 51 693 CHF | 59,47% | 88,62% |
13/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 360 000 | 360 000 | 160 355 | 160 355 | 37 604 CHF | 39 214 CHF | 99,61% | 99,61% |
12/11/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 360 000 | 360 000 | 159 368 | 159 368 | 35 729 CHF | 37 330 CHF | 100,00% | 100,00% |
11/11/2024 | 4,87% | 0,22 CHF | 0,23 CHF | 380 000 | 380 000 | 169 289 | 169 289 | 35 682 CHF | 37 382 CHF | 99,90% | 99,90% |
08/11/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 380 000 | 380 000 | 173 271 | 173 271 | 33 464 CHF | 35 203 CHF | 99,80% | 99,80% |
07/11/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 390 000 | 390 000 | 174 266 | 174 266 | 35 242 CHF | 36 992 CHF | 99,82% | 99,82% |