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 | 2,77% | 0,39 CHF | 0,40 CHF | 270 000 | 270 000 | 120 278 | 120 278 | 44 003 CHF | 45 212 CHF | 99,54% | 99,54% |
19/11/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 270 000 | 270 000 | 120 158 | 120 158 | 43 982 CHF | 45 188 CHF | 99,47% | 99,47% |
18/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 270 000 | 270 000 | 116 443 | 116 443 | 48 161 CHF | 49 330 CHF | 99,07% | 99,07% |
15/11/2024 | 3,31% | 0,39 CHF | 0,40 CHF | 270 000 | 270 000 | 90 025 | 90 025 | 31 332 CHF | 32 238 CHF | 98,07% | 98,07% |
14/11/2024 | 7,97% | 0,34 CHF | 0,35 CHF | 350 000 | 350 000 | 143 572 | 143 572 | 45 242 CHF | 47 049 CHF | 59,77% | 89,37% |
13/11/2024 | 5,90% | 0,17 CHF | 0,18 CHF | 410 000 | 410 000 | 186 227 | 186 227 | 31 397 CHF | 33 268 CHF | 99,71% | 99,71% |
12/11/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 420 000 | 420 000 | 186 180 | 186 180 | 29 768 CHF | 31 638 CHF | 100,00% | 100,00% |
11/11/2024 | 6,91% | 0,15 CHF | 0,16 CHF | 450 000 | 450 000 | 201 946 | 201 946 | 29 826 CHF | 31 854 CHF | 99,90% | 99,90% |
08/11/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 460 000 | 460 000 | 206 946 | 206 946 | 27 662 CHF | 29 739 CHF | 99,86% | 99,86% |
07/11/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 460 000 | 460 000 | 206 965 | 206 965 | 29 384 CHF | 31 463 CHF | 99,86% | 99,86% |