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 | 5,95% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 316 552 | 316 541 | 51 594 CHF | 54 757 CHF | 99,41% | 99,41% |
19/11/2024 | 4,75% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 251 539 | 251 539 | 51 766 CHF | 54 281 CHF | 97,44% | 97,44% |
18/11/2024 | 5,60% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 300 598 | 300 598 | 52 296 CHF | 55 302 CHF | 97,79% | 97,79% |
15/11/2024 | 9,40% | 0,15 CHF | 0,16 CHF | 400 000 | 400 000 | 507 459 | 421 627 | 51 568 CHF | 47 934 CHF | 98,33% | 98,33% |
14/11/2024 | 14,32% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 776 691 | 397 862 | 50 310 CHF | 29 778 CHF | 97,87% | 97,87% |
13/11/2024 | 14,32% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 698 978 | 358 692 | 45 274 CHF | 26 826 CHF | 99,34% | 99,34% |
12/11/2024 | 15,04% | 0,07 CHF | 0,08 CHF | 388 000 | 200 000 | 407 002 | 207 995 | 25 032 CHF | 14 875 CHF | 98,91% | 98,91% |
11/11/2024 | 15,77% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 425 899 | 217 865 | 24 894 CHF | 14 908 CHF | 99,32% | 99,32% |
08/11/2024 | 12,93% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 347 281 | 179 793 | 25 114 CHF | 14 806 CHF | 98,89% | 98,89% |
07/11/2024 | 9,76% | 0,09 CHF | 0,10 CHF | 288 000 | 150 000 | 258 541 | 218 914 | 25 210 CHF | 23 822 CHF | 98,88% | 98,88% |