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 | 4,65% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 239 946 | 239 946 | 51 570 CHF | 53 972 CHF | 100,00% | 100,00% |
19/11/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 180 000 | 180 000 | 177 975 | 177 975 | 37 403 CHF | 39 187 CHF | 99,27% | 99,27% |
18/11/2024 | 2,55% | 0,35 CHF | 0,36 CHF | 160 000 | 160 000 | 158 156 | 158 156 | 63 066 CHF | 64 652 CHF | 99,47% | 99,47% |
15/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 150 000 | 150 000 | 148 455 | 148 455 | 74 471 CHF | 75 957 CHF | 98,94% | 98,94% |
14/11/2024 | 1,58% | 0,54 CHF | 0,55 CHF | 220 000 | 220 000 | 215 160 | 215 160 | 139 854 CHF | 142 012 CHF | 97,56% | 97,56% |
13/11/2024 | 3,51% | 0,30 CHF | 0,31 CHF | 240 000 | 240 000 | 237 585 | 237 585 | 68 188 CHF | 70 566 CHF | 100,00% | 100,00% |
12/11/2024 | 2,72% | 0,28 CHF | 0,28 CHF | 180 000 | 180 000 | 168 970 | 168 970 | 62 976 CHF | 64 667 CHF | 99,24% | 99,24% |
11/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 190 000 | 190 000 | 188 083 | 188 083 | 96 914 CHF | 98 797 CHF | 100,00% | 100,00% |
08/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 160 000 | 160 000 | 158 351 | 158 351 | 72 180 CHF | 73 765 CHF | 98,58% | 98,58% |
07/11/2024 | 1,94% | 0,59 CHF | 0,60 CHF | 180 000 | 180 000 | 178 301 | 178 301 | 93 061 CHF | 94 846 CHF | 99,57% | 99,57% |