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 | 1,83% | 0,60 CHF | 0,61 CHF | 140 000 | 140 000 | 64 549 | 64 549 | 36 048 CHF | 36 696 CHF | 98,54% | 98,54% |
19/11/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 140 000 | 140 000 | 64 346 | 64 346 | 36 187 CHF | 36 833 CHF | 97,53% | 97,53% |
18/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 140 000 | 140 000 | 62 474 | 62 474 | 40 950 CHF | 41 577 CHF | 96,19% | 96,19% |
15/11/2024 | 2,30% | 0,61 CHF | 0,62 CHF | 150 000 | 150 000 | 46 646 | 46 646 | 24 676 CHF | 25 145 CHF | 96,48% | 96,48% |
14/11/2024 | 5,73% | 0,51 CHF | 0,52 CHF | 210 000 | 210 000 | 82 385 | 82 385 | 38 408 CHF | 39 439 CHF | 55,92% | 82,38% |
13/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 260 000 | 260 000 | 118 805 | 118 805 | 27 503 CHF | 28 696 CHF | 99,61% | 99,61% |
12/11/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 260 000 | 260 000 | 117 978 | 117 978 | 25 657 CHF | 26 842 CHF | 100,00% | 100,00% |
11/11/2024 | 5,27% | 0,20 CHF | 0,21 CHF | 290 000 | 290 000 | 132 779 | 132 779 | 26 029 CHF | 27 363 CHF | 99,90% | 99,90% |
08/11/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 290 000 | 290 000 | 133 959 | 133 959 | 23 474 CHF | 24 818 CHF | 99,81% | 99,81% |
07/11/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 134 663 | 134 663 | 25 560 CHF | 26 913 CHF | 99,85% | 99,85% |