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 | 17,81% | 0,05 CHF | 0,06 CHF | 770 000 | 770 000 | 344 352 | 344 352 | 18 145 CHF | 21 603 CHF | 99,90% | 99,90% |
19/11/2024 | 17,11% | 0,05 CHF | 0,06 CHF | 780 000 | 780 000 | 344 640 | 344 640 | 19 053 CHF | 22 515 CHF | 100,00% | 100,00% |
18/11/2024 | 12,96% | 0,07 CHF | 0,08 CHF | 770 000 | 770 000 | 338 364 | 338 364 | 24 189 CHF | 27 587 CHF | 99,90% | 99,90% |
15/11/2024 | 9,78% | 0,07 CHF | 0,08 CHF | 730 000 | 730 000 | 274 338 | 274 338 | 24 195 CHF | 26 955 CHF | 97,97% | 97,97% |
14/11/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 640 000 | 640 000 | 281 513 | 281 513 | 32 294 CHF | 35 122 CHF | 100,00% | 100,00% |
13/11/2024 | 7,26% | 0,12 CHF | 0,13 CHF | 650 000 | 650 000 | 280 327 | 280 327 | 37 139 CHF | 39 955 CHF | 100,00% | 100,00% |
12/11/2024 | 7,16% | 0,13 CHF | 0,14 CHF | 540 000 | 540 000 | 239 341 | 239 341 | 32 731 CHF | 35 136 CHF | 100,00% | 100,00% |
11/11/2024 | 6,64% | 0,17 CHF | 0,18 CHF | 550 000 | 550 000 | 230 906 | 230 906 | 42 978 CHF | 45 491 CHF | 99,90% | 99,90% |
08/11/2024 | 5,44% | 0,16 CHF | 0,17 CHF | 460 000 | 460 000 | 200 158 | 200 158 | 37 287 CHF | 39 336 CHF | 98,90% | 98,90% |
07/11/2024 | 4,26% | 0,26 CHF | 0,27 CHF | 480 000 | 480 000 | 212 803 | 212 803 | 51 767 CHF | 53 905 CHF | 100,00% | 100,00% |