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 | 7,08% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 54 042 | 54 042 | 12 783 CHF | 13 533 CHF | 99,90% | 99,90% |
19/11/2024 | 6,97% | 0,26 CHF | 0,27 CHF | 110 000 | 110 000 | 52 591 | 52 591 | 12 281 CHF | 13 040 CHF | 99,54% | 99,54% |
18/11/2024 | 6,49% | 0,28 CHF | 0,28 CHF | 110 000 | 110 000 | 51 785 | 51 785 | 13 184 CHF | 13 921 CHF | 99,90% | 99,90% |
15/11/2024 | 5,34% | 0,35 CHF | 0,36 CHF | 80 000 | 80 000 | 36 071 | 36 071 | 14 740 CHF | 15 424 CHF | 99,38% | 99,38% |
14/11/2024 | 5,55% | 0,49 CHF | 0,50 CHF | 80 000 | 80 000 | 34 673 | 34 673 | 17 823 CHF | 18 632 CHF | 99,73% | 99,73% |
13/11/2024 | 4,68% | 0,57 CHF | 0,58 CHF | 70 000 | 70 000 | 32 648 | 32 648 | 20 522 CHF | 21 310 CHF | 99,98% | 99,98% |
12/11/2024 | 3,38% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 32 721 | 32 721 | 28 800 CHF | 29 589 CHF | 99,53% | 99,53% |
11/11/2024 | 3,64% | 1,00 CHF | 1,01 CHF | 70 000 | 70 000 | 32 643 | 32 643 | 29 506 CHF | 30 294 CHF | 100,00% | 100,00% |
08/11/2024 | 3,39% | 0,78 CHF | 0,79 CHF | 70 000 | 70 000 | 32 734 | 32 734 | 28 669 CHF | 29 459 CHF | 98,13% | 98,13% |
07/11/2024 | 9,01% | 0,85 CHF | 0,86 CHF | 80 000 | 80 000 | 65 800 | 65 800 | 42 204 CHF | 45 370 CHF | 89,53% | 89,53% |