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 | 2,09% | 0,41 CHF | 0,42 CHF | 160 000 | 160 000 | 88 973 | 88 973 | 42 064 CHF | 42 955 CHF | 99,77% | 99,77% |
19/11/2024 | 2,88% | 0,46 CHF | 0,47 CHF | 170 000 | 170 000 | 89 587 | 89 587 | 35 385 CHF | 36 391 CHF | 99,54% | 99,54% |
18/11/2024 | 2,77% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 109 719 | 109 719 | 40 127 CHF | 41 226 CHF | 99,90% | 99,90% |
15/11/2024 | 2,55% | 0,31 CHF | 0,32 CHF | 170 000 | 170 000 | 92 928 | 92 928 | 35 935 CHF | 36 866 CHF | 94,04% | 94,04% |
14/11/2024 | 1,98% | 0,44 CHF | 0,45 CHF | 160 000 | 160 000 | 82 941 | 82 941 | 43 625 CHF | 44 489 CHF | 90,40% | 90,40% |
13/11/2024 | 1,63% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 79 439 | 79 439 | 49 217 CHF | 50 014 CHF | 100,00% | 100,00% |
12/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 82 924 | 82 924 | 50 296 CHF | 51 129 CHF | 99,15% | 99,15% |
11/11/2024 | 1,84% | 0,59 CHF | 0,60 CHF | 160 000 | 160 000 | 89 115 | 89 115 | 50 152 CHF | 51 046 CHF | 99,90% | 99,90% |
08/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 150 000 | 150 000 | 79 198 | 79 198 | 46 702 CHF | 47 498 CHF | 91,30% | 91,30% |
07/11/2024 | 1,91% | 0,57 CHF | 0,58 CHF | 170 000 | 170 000 | 92 401 | 92 401 | 50 059 CHF | 50 987 CHF | 88,25% | 88,25% |