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 | 7,72% | 0,13 CHF | 0,14 CHF | 520 000 | 520 000 | 230 173 | 230 173 | 29 597 CHF | 31 908 CHF | 99,90% | 99,90% |
19/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 470 000 | 470 000 | 208 881 | 208 881 | 27 872 CHF | 29 971 CHF | 100,00% | 100,00% |
18/11/2024 | 6,12% | 0,15 CHF | 0,16 CHF | 490 000 | 490 000 | 221 004 | 221 004 | 35 290 CHF | 37 509 CHF | 99,90% | 99,90% |
15/11/2024 | 5,28% | 0,15 CHF | 0,16 CHF | 470 000 | 470 000 | 180 690 | 180 690 | 32 383 CHF | 34 228 CHF | 93,31% | 93,31% |
14/11/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 440 000 | 440 000 | 194 245 | 194 245 | 41 166 CHF | 43 117 CHF | 99,75% | 99,75% |
13/11/2024 | 4,12% | 0,22 CHF | 0,23 CHF | 450 000 | 450 000 | 193 369 | 193 369 | 46 313 CHF | 48 256 CHF | 100,00% | 100,00% |
12/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 410 000 | 410 000 | 185 028 | 185 028 | 45 013 CHF | 46 872 CHF | 100,00% | 100,00% |
11/11/2024 | 4,06% | 0,30 CHF | 0,31 CHF | 410 000 | 410 000 | 172 642 | 172 642 | 53 713 CHF | 55 599 CHF | 99,90% | 99,90% |
08/11/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 390 000 | 390 000 | 168 807 | 168 807 | 51 455 CHF | 53 182 CHF | 97,91% | 97,91% |
07/11/2024 | 2,74% | 0,39 CHF | 0,40 CHF | 380 000 | 380 000 | 169 013 | 169 013 | 63 824 CHF | 65 522 CHF | 98,61% | 98,61% |