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 | 6,13% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 321 804 | 60 848 | 50 840 CHF | 10 026 CHF | 99,52% | 99,52% |
19/11/2024 | 7,25% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 380 124 | 62 482 | 50 505 CHF | 8 825 CHF | 86,38% | 86,38% |
18/11/2024 | 6,01% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 316 887 | 60 851 | 51 114 CHF | 10 397 CHF | 99,52% | 99,52% |
15/11/2024 | 4,53% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 234 848 | 60 505 | 50 607 CHF | 13 384 CHF | 98,28% | 98,28% |
14/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 203 545 | 60 742 | 50 355 CHF | 15 726 CHF | 99,24% | 99,24% |
13/11/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 240 734 | 60 990 | 50 185 CHF | 13 171 CHF | 95,24% | 95,24% |
12/11/2024 | 5,42% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 282 384 | 61 135 | 50 680 CHF | 11 718 CHF | 96,93% | 96,93% |
11/11/2024 | 22,20% | 0,16 CHF | 0,21 CHF | 10 000 | 10 000 | 6 090 | 6 090 | 1 209 CHF | 1 513 CHF | 99,09% | 99,09% |
08/11/2024 | 3,94% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 204 101 | 60 847 | 50 740 CHF | 15 711 CHF | 99,56% | 99,56% |
07/11/2024 | 4,39% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 226 981 | 60 895 | 50 571 CHF | 14 290 CHF | 99,04% | 99,04% |