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 | 6,14% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 89 108 | 89 108 | 14 746 CHF | 15 639 CHF | 99,42% | 99,42% |
19/11/2024 | 6,55% | 0,14 CHF | 0,15 CHF | 190 000 | 190 000 | 86 540 | 86 540 | 12 803 CHF | 13 674 CHF | 100,00% | 100,00% |
18/11/2024 | 4,59% | 0,20 CHF | 0,21 CHF | 170 000 | 170 000 | 80 094 | 80 094 | 17 190 CHF | 17 992 CHF | 99,86% | 99,86% |
15/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 170 000 | 170 000 | 80 043 | 80 043 | 15 480 CHF | 16 282 CHF | 99,72% | 99,72% |
14/11/2024 | 3,94% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 67 538 | 67 538 | 16 951 CHF | 17 629 CHF | 98,52% | 98,52% |
13/11/2024 | 4,37% | 0,26 CHF | 0,27 CHF | 160 000 | 160 000 | 71 939 | 71 939 | 17 051 CHF | 17 774 CHF | 100,00% | 100,00% |
12/11/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 160 000 | 160 000 | 72 048 | 72 048 | 17 436 CHF | 18 161 CHF | 99,19% | 99,19% |
11/11/2024 | 5,99% | 0,24 CHF | 0,25 CHF | 220 000 | 220 000 | 99 525 | 99 525 | 18 847 CHF | 19 850 CHF | 99,90% | 99,90% |
08/11/2024 | 8,97% | 0,13 CHF | 0,14 CHF | 220 000 | 220 000 | 103 768 | 103 768 | 11 929 CHF | 12 972 CHF | 99,06% | 99,06% |
07/11/2024 | 8,12% | 0,12 CHF | 0,13 CHF | 230 000 | 230 000 | 102 238 | 102 238 | 12 663 CHF | 13 690 CHF | 99,68% | 99,68% |