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 | 25,65% | 0,15 CHF | 0,20 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 1 031 CHF | 1 335 CHF | 99,64% | 99,64% |
19/11/2024 | 25,74% | 0,19 CHF | 0,24 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 1 046 CHF | 1 351 CHF | 99,64% | 99,64% |
18/11/2024 | 29,22% | 0,18 CHF | 0,23 CHF | 10 000 | 10 000 | 6 087 | 6 087 | 922 CHF | 1 227 CHF | 99,64% | 99,64% |
15/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 298 209 | 60 507 | 50 848 CHF | 10 832 CHF | 98,73% | 98,73% |
14/11/2024 | 6,16% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 324 303 | 60 867 | 51 013 CHF | 10 376 CHF | 99,64% | 99,64% |
13/11/2024 | 6,90% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 348 229 | 61 565 | 50 278 CHF | 9 534 CHF | 90,84% | 90,84% |
12/11/2024 | 6,33% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 333 683 | 66 696 | 51 062 CHF | 10 900 CHF | 64,85% | 64,85% |
11/11/2024 | 5,62% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 292 780 | 60 459 | 50 612 CHF | 10 846 CHF | 97,27% | 97,27% |
08/11/2024 | 4,92% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 252 926 | 60 867 | 50 173 CHF | 12 661 CHF | 99,64% | 99,64% |
07/11/2024 | 6,16% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 324 006 | 60 871 | 50 939 CHF | 10 443 CHF | 99,59% | 99,59% |