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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 245 675 | 245 675 | 54 316 CHF | 56 773 CHF | 99,19% | 99,19% |
20/11/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 344 416 | 344 399 | 52 361 CHF | 55 802 CHF | 99,39% | 99,39% |
19/11/2024 | 7,36% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 394 464 | 394 464 | 51 629 CHF | 55 574 CHF | 97,99% | 97,99% |
18/11/2024 | 6,15% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 329 434 | 329 434 | 51 937 CHF | 55 232 CHF | 99,25% | 99,25% |
15/11/2024 | 5,71% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 302 123 | 302 119 | 51 478 CHF | 54 499 CHF | 99,35% | 99,35% |
14/11/2024 | 4,14% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 213 244 | 213 225 | 50 412 CHF | 52 540 CHF | 99,42% | 99,42% |
13/11/2024 | 3,95% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 187 791 | 187 792 | 46 758 CHF | 48 636 CHF | 98,88% | 98,88% |
12/11/2024 | 4,12% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 113 410 | 113 414 | 26 965 CHF | 28 100 CHF | 99,06% | 99,06% |
11/11/2024 | 6,32% | 0,25 CHF | 0,26 CHF | 113 000 | 113 000 | 172 966 | 172 971 | 26 559 CHF | 28 290 CHF | 99,27% | 99,27% |
08/11/2024 | 10,72% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 290 430 | 160 040 | 25 644 CHF | 15 883 CHF | 99,30% | 99,30% |