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 | 11,78% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 254 960 | 25 333 | 51 061 CHF | 5 561 CHF | 99,68% | 99,68% |
19/11/2024 | 13,39% | 0,20 CHF | 0,21 CHF | 260 000 | 50 000 | 287 229 | 25 335 | 50 802 CHF | 5 079 CHF | 99,65% | 99,65% |
18/11/2024 | 13,05% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 278 350 | 25 333 | 50 817 CHF | 5 268 CHF | 99,66% | 99,66% |
15/11/2024 | 8,47% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 218 376 | 29 341 | 51 162 CHF | 6 995 CHF | 56,34% | 56,34% |
14/11/2024 | 7,01% | 0,34 CHF | 0,35 CHF | 150 000 | 25 000 | 149 767 | 20 005 | 52 033 CHF | 7 433 CHF | 99,66% | 99,66% |
13/11/2024 | 7,88% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 169 492 | 25 788 | 51 746 CHF | 8 435 CHF | 96,79% | 96,79% |
12/11/2024 | 7,95% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 168 457 | 25 331 | 51 670 CHF | 8 378 CHF | 99,68% | 99,68% |
11/11/2024 | 6,98% | 0,33 CHF | 0,34 CHF | 160 000 | 25 000 | 149 899 | 20 290 | 52 071 CHF | 7 540 CHF | 96,92% | 96,92% |
08/11/2024 | 6,43% | 0,36 CHF | 0,37 CHF | 140 000 | 25 000 | 138 876 | 20 025 | 52 740 CHF | 8 082 CHF | 99,65% | 99,65% |
07/11/2024 | 6,30% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 130 612 | 20 021 | 50 828 CHF | 8 288 CHF | 99,68% | 99,68% |