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 | 5,03% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 270 069 | 270 069 | 52 329 CHF | 55 030 CHF | 99,49% | 99,49% |
19/11/2024 | 5,52% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 297 995 | 297 993 | 52 528 CHF | 55 508 CHF | 97,77% | 97,77% |
18/11/2024 | 3,89% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 197 | 204 197 | 51 467 CHF | 53 509 CHF | 99,29% | 99,29% |
15/11/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 232 894 | 232 894 | 52 373 CHF | 54 702 CHF | 98,76% | 98,76% |
14/11/2024 | 3,14% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 176 049 | 176 049 | 55 267 CHF | 57 028 CHF | 99,00% | 99,00% |
13/11/2024 | 3,53% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 170 523 | 170 522 | 47 720 CHF | 49 425 CHF | 99,44% | 99,44% |
12/11/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 88 000 | 88 000 | 90 631 | 90 631 | 26 939 CHF | 27 846 CHF | 99,07% | 99,07% |
11/11/2024 | 5,10% | 0,30 CHF | 0,31 CHF | 88 000 | 88 000 | 137 272 | 137 273 | 26 269 CHF | 27 641 CHF | 99,33% | 99,33% |
08/11/2024 | 7,64% | 0,15 CHF | 0,16 CHF | 188 000 | 188 000 | 205 231 | 205 230 | 25 890 CHF | 27 943 CHF | 99,44% | 99,44% |
07/11/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 188 000 | 188 000 | 189 265 | 189 265 | 26 338 CHF | 28 231 CHF | 98,66% | 98,66% |