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 | 9,97% | 0,14 CHF | 0,15 CHF | 520 000 | 520 000 | 181 938 | 181 938 | 20 956 CHF | 22 777 CHF | 99,69% | 99,69% |
19/11/2024 | 10,15% | 0,09 CHF | 0,10 CHF | 510 000 | 510 000 | 179 747 | 179 747 | 16 642 CHF | 18 441 CHF | 100,00% | 100,00% |
18/11/2024 | 8,79% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 174 357 | 174 357 | 19 042 CHF | 20 788 CHF | 99,88% | 99,88% |
15/11/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 450 000 | 450 000 | 155 102 | 155 102 | 19 216 CHF | 20 769 CHF | 100,00% | 100,00% |
14/11/2024 | 7,58% | 0,16 CHF | 0,17 CHF | 480 000 | 480 000 | 163 098 | 163 098 | 22 837 CHF | 24 473 CHF | 99,52% | 99,52% |
13/11/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 470 000 | 470 000 | 166 272 | 166 272 | 21 730 CHF | 23 400 CHF | 99,95% | 99,95% |
12/11/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 410 000 | 410 000 | 145 200 | 145 200 | 20 826 CHF | 22 285 CHF | 99,98% | 99,98% |
11/11/2024 | 6,40% | 0,18 CHF | 0,19 CHF | 430 000 | 430 000 | 149 908 | 149 908 | 25 012 CHF | 26 517 CHF | 99,72% | 99,72% |
08/11/2024 | 4,56% | 0,17 CHF | 0,18 CHF | 380 000 | 380 000 | 102 454 | 102 454 | 17 041 CHF | 18 066 CHF | 94,02% | 97,32% |
07/11/2024 | 3,48% | 0,32 CHF | 0,33 CHF | 390 000 | 390 000 | 133 799 | 133 799 | 41 066 CHF | 42 410 CHF | 99,85% | 99,85% |