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 | 17,60% | 0,12 CHF | 0,14 CHF | 420 000 | 50 000 | 355 689 | 30 432 | 50 817 CHF | 5 094 CHF | 99,67% | 99,67% |
19/11/2024 | 18,54% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 372 591 | 30 432 | 50 567 CHF | 4 937 CHF | 99,68% | 99,68% |
18/11/2024 | 21,41% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 430 497 | 30 443 | 50 525 CHF | 4 637 CHF | 99,48% | 99,48% |
15/11/2024 | 19,84% | 0,11 CHF | 0,13 CHF | 460 000 | 50 000 | 403 673 | 30 432 | 50 617 CHF | 4 581 CHF | 99,67% | 99,67% |
14/11/2024 | 14,43% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 285 062 | 30 426 | 50 738 CHF | 6 186 CHF | 99,64% | 99,64% |
13/11/2024 | 11,90% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 226 644 | 30 383 | 50 167 CHF | 7 519 CHF | 97,61% | 97,61% |
12/11/2024 | 9,49% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 184 034 | 30 453 | 51 267 CHF | 9 272 CHF | 99,29% | 99,29% |
11/11/2024 | 8,65% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 168 733 | 30 432 | 51 729 CHF | 10 110 CHF | 99,67% | 99,67% |
08/11/2024 | 7,42% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 142 992 | 30 427 | 51 590 CHF | 11 799 CHF | 99,65% | 99,65% |
07/11/2024 | 8,66% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 166 883 | 30 432 | 51 596 CHF | 10 423 CHF | 99,67% | 99,67% |