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 | 5,17% | 0,20 CHF | 0,21 CHF | 440 000 | 440 000 | 194 990 | 194 990 | 37 906 CHF | 39 864 CHF | 99,90% | 99,90% |
19/11/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 420 000 | 420 000 | 186 251 | 186 251 | 37 364 CHF | 39 235 CHF | 100,00% | 100,00% |
18/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 430 000 | 430 000 | 190 100 | 190 100 | 43 468 CHF | 45 377 CHF | 99,90% | 99,90% |
15/11/2024 | 3,91% | 0,22 CHF | 0,23 CHF | 420 000 | 420 000 | 160 288 | 160 288 | 39 814 CHF | 41 448 CHF | 88,99% | 88,99% |
14/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 400 000 | 400 000 | 176 141 | 176 141 | 49 231 CHF | 51 001 CHF | 99,26% | 99,26% |
13/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 400 000 | 400 000 | 173 928 | 173 928 | 54 276 CHF | 56 023 CHF | 100,00% | 100,00% |
12/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 390 000 | 390 000 | 173 855 | 173 855 | 54 853 CHF | 56 600 CHF | 100,00% | 100,00% |
11/11/2024 | 3,25% | 0,38 CHF | 0,39 CHF | 380 000 | 380 000 | 160 477 | 160 477 | 62 658 CHF | 64 408 CHF | 99,89% | 99,89% |
08/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 380 000 | 380 000 | 163 587 | 163 587 | 62 253 CHF | 63 927 CHF | 97,47% | 97,47% |
07/11/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 360 000 | 360 000 | 158 445 | 158 445 | 72 680 CHF | 74 273 CHF | 98,10% | 98,10% |