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 | 11,87% | 0,08 CHF | 0,09 CHF | 720 000 | 720 000 | 318 375 | 318 375 | 26 022 CHF | 29 219 CHF | 99,90% | 99,90% |
19/11/2024 | 11,50% | 0,08 CHF | 0,09 CHF | 590 000 | 590 000 | 262 231 | 262 231 | 22 315 CHF | 24 950 CHF | 100,00% | 100,00% |
18/11/2024 | 8,92% | 0,10 CHF | 0,11 CHF | 630 000 | 630 000 | 278 300 | 278 300 | 29 786 CHF | 32 581 CHF | 99,90% | 99,90% |
15/11/2024 | 7,05% | 0,10 CHF | 0,11 CHF | 570 000 | 570 000 | 213 832 | 213 832 | 26 961 CHF | 29 117 CHF | 97,40% | 97,40% |
14/11/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 520 000 | 520 000 | 227 922 | 227 922 | 35 790 CHF | 38 079 CHF | 100,00% | 100,00% |
13/11/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 520 000 | 520 000 | 226 605 | 226 605 | 40 706 CHF | 42 982 CHF | 100,00% | 100,00% |
12/11/2024 | 5,40% | 0,17 CHF | 0,18 CHF | 460 000 | 460 000 | 202 264 | 202 264 | 37 165 CHF | 39 197 CHF | 100,00% | 100,00% |
11/11/2024 | 5,14% | 0,23 CHF | 0,24 CHF | 460 000 | 460 000 | 194 785 | 194 785 | 47 343 CHF | 49 466 CHF | 99,90% | 99,90% |
08/11/2024 | 4,29% | 0,21 CHF | 0,22 CHF | 410 000 | 410 000 | 183 091 | 183 091 | 43 951 CHF | 45 825 CHF | 99,17% | 99,17% |
07/11/2024 | 3,39% | 0,32 CHF | 0,33 CHF | 410 000 | 410 000 | 185 303 | 185 303 | 56 523 CHF | 58 385 CHF | 99,70% | 99,70% |