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 | 9,05% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 470 390 | 30 097 | 49 722 CHF | 3 640 CHF | 93,86% | 93,86% |
19/11/2024 | 11,26% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 29 803 | 42 134 CHF | 2 799 CHF | 99,61% | 99,61% |
18/11/2024 | 8,48% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 424 790 | 32 132 | 48 571 CHF | 3 844 CHF | 67,07% | 67,07% |
15/11/2024 | 4,49% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 232 128 | 29 800 | 50 533 CHF | 6 640 CHF | 99,62% | 99,62% |
14/11/2024 | 2,74% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 144 949 | 27 881 | 52 089 CHF | 10 086 CHF | 91,44% | 91,44% |
13/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 124 586 | 30 329 | 51 927 CHF | 13 036 CHF | 91,84% | 91,84% |
12/11/2024 | 2,26% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 118 657 | 29 262 | 51 799 CHF | 12 892 CHF | 87,51% | 87,51% |
11/11/2024 | 2,06% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 108 076 | 28 861 | 52 005 CHF | 14 411 CHF | 97,24% | 97,24% |
08/11/2024 | 3,00% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 158 557 | 29 892 | 51 995 CHF | 10 585 CHF | 98,55% | 98,55% |
07/11/2024 | 4,42% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 228 556 | 29 936 | 50 513 CHF | 7 030 CHF | 97,61% | 97,61% |