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 | 2,54% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 133 202 | 60 860 | 51 810 CHF | 23 846 CHF | 99,58% | 99,58% |
19/11/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 151 846 | 62 497 | 51 977 CHF | 21 835 CHF | 86,42% | 86,42% |
18/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 136 420 | 60 856 | 52 013 CHF | 23 833 CHF | 99,54% | 99,54% |
15/11/2024 | 2,11% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 111 672 | 60 521 | 52 501 CHF | 28 553 CHF | 98,34% | 98,34% |
14/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 199 | 60 743 | 51 172 CHF | 31 756 CHF | 99,26% | 99,26% |
13/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 535 | 60 868 | 50 881 CHF | 28 120 CHF | 96,48% | 96,48% |
12/11/2024 | 2,42% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 127 847 | 61 145 | 52 080 CHF | 25 733 CHF | 96,96% | 96,96% |
11/11/2024 | 10,52% | 0,38 CHF | 0,43 CHF | 10 000 | 10 000 | 6 090 | 6 090 | 2 728 CHF | 3 032 CHF | 99,11% | 99,11% |
08/11/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 337 | 60 851 | 51 944 CHF | 31 482 CHF | 99,58% | 99,58% |
07/11/2024 | 2,13% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 110 029 | 60 912 | 51 181 CHF | 29 114 CHF | 99,09% | 99,09% |