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 | 14,47% | 0,30 CHF | 0,35 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 1 946 CHF | 2 250 CHF | 99,62% | 99,62% |
19/11/2024 | 14,54% | 0,35 CHF | 0,40 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 1 957 CHF | 2 261 CHF | 99,63% | 99,63% |
18/11/2024 | 15,79% | 0,33 CHF | 0,38 CHF | 10 000 | 10 000 | 6 086 | 6 086 | 1 811 CHF | 2 115 CHF | 99,63% | 99,63% |
15/11/2024 | 3,12% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 163 489 | 60 505 | 51 606 CHF | 19 564 CHF | 98,72% | 98,72% |
14/11/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 173 070 | 60 866 | 51 753 CHF | 19 031 CHF | 99,63% | 99,63% |
13/11/2024 | 3,62% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 180 025 | 60 827 | 50 349 CHF | 17 629 CHF | 97,01% | 97,01% |
12/11/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 178 860 | 66 693 | 51 579 CHF | 19 931 CHF | 64,84% | 64,84% |
11/11/2024 | 3,13% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 164 414 | 60 458 | 51 714 CHF | 19 298 CHF | 97,26% | 97,26% |
08/11/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 150 998 | 60 865 | 51 623 CHF | 21 414 CHF | 99,63% | 99,63% |
07/11/2024 | 3,41% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 176 921 | 60 871 | 50 966 CHF | 18 458 CHF | 99,58% | 99,58% |