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 | 5,52% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 87 632 | 87 632 | 15 802 CHF | 16 682 CHF | 99,42% | 99,42% |
19/11/2024 | 5,15% | 0,16 CHF | 0,17 CHF | 180 000 | 180 000 | 83 259 | 83 259 | 15 538 CHF | 16 374 CHF | 99,35% | 99,35% |
18/11/2024 | 3,82% | 0,23 CHF | 0,24 CHF | 170 000 | 170 000 | 76 740 | 76 740 | 20 196 CHF | 20 966 CHF | 97,95% | 97,95% |
15/11/2024 | 7,90% | 0,23 CHF | 0,24 CHF | 260 000 | 260 000 | 86 797 | 86 797 | 15 381 CHF | 16 254 CHF | 97,59% | 97,59% |
14/11/2024 | 15,00% | 0,17 CHF | 0,18 CHF | 270 000 | 270 000 | 107 326 | 107 326 | 17 428 CHF | 18 764 CHF | 59,02% | 88,38% |
13/11/2024 | 12,59% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 134 857 | 134 857 | 10 154 CHF | 11 508 CHF | 99,78% | 99,78% |
12/11/2024 | 14,16% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 134 203 | 134 203 | 9 069 CHF | 10 417 CHF | 100,00% | 100,00% |
11/11/2024 | 17,39% | 0,06 CHF | 0,07 CHF | 300 000 | 300 000 | 134 908 | 134 908 | 7 668 CHF | 9 023 CHF | 99,90% | 99,90% |
08/11/2024 | 18,69% | 0,05 CHF | 0,06 CHF | 300 000 | 300 000 | 135 894 | 135 894 | 6 609 CHF | 7 973 CHF | 100,00% | 100,00% |
07/11/2024 | 16,68% | 0,06 CHF | 0,07 CHF | 300 000 | 300 000 | 135 036 | 135 036 | 7 639 CHF | 8 995 CHF | 99,85% | 99,85% |