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 | 8,88% | 0,26 CHF | 0,28 CHF | 200 000 | 50 000 | 174 162 | 30 433 | 51 741 CHF | 9 721 CHF | 99,67% | 99,67% |
19/11/2024 | 9,33% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 180 895 | 30 432 | 51 302 CHF | 9 418 CHF | 99,68% | 99,68% |
18/11/2024 | 10,44% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 199 258 | 30 440 | 50 947 CHF | 8 981 CHF | 99,47% | 99,47% |
15/11/2024 | 9,92% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 192 394 | 30 433 | 50 927 CHF | 8 764 CHF | 99,68% | 99,68% |
14/11/2024 | 7,65% | 0,32 CHF | 0,34 CHF | 160 000 | 50 000 | 148 413 | 30 422 | 51 719 CHF | 11 355 CHF | 99,61% | 99,61% |
13/11/2024 | 6,46% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 121 562 | 30 383 | 51 073 CHF | 13 544 CHF | 97,61% | 97,61% |
12/11/2024 | 5,32% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 103 203 | 30 453 | 52 356 CHF | 16 193 CHF | 99,30% | 99,30% |
11/11/2024 | 4,92% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 96 388 | 30 433 | 52 995 CHF | 17 479 CHF | 99,67% | 99,67% |
08/11/2024 | 4,37% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 86 247 | 30 433 | 53 655 CHF | 19 765 CHF | 99,68% | 99,68% |
07/11/2024 | 5,04% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 97 959 | 30 432 | 53 071 CHF | 17 580 CHF | 99,68% | 99,68% |