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 | 7,40% | 0,12 CHF | 0,13 CHF | 430 000 | 30 000 | 389 017 | 30 000 | 50 650 CHF | 4 224 CHF | 99,47% | 99,47% |
19/11/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 450 000 | 30 000 | 453 914 | 30 000 | 50 195 CHF | 3 658 CHF | 69,74% | 69,74% |
18/11/2024 | 6,73% | 0,15 CHF | 0,16 CHF | 340 000 | 30 000 | 352 609 | 30 000 | 50 668 CHF | 4 617 CHF | 81,38% | 81,38% |
15/11/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 370 000 | 30 000 | 379 523 | 30 000 | 50 653 CHF | 4 315 CHF | 98,81% | 98,81% |
14/11/2024 | 8,30% | 0,13 CHF | 0,14 CHF | 390 000 | 30 000 | 438 163 | 30 000 | 50 592 CHF | 3 776 CHF | 99,50% | 99,50% |
13/11/2024 | 9,51% | 0,09 CHF | 0,10 CHF | 500 000 | 30 000 | 458 100 | 30 000 | 49 404 CHF | 3 570 CHF | 95,82% | 95,82% |
12/11/2024 | 7,02% | 0,11 CHF | 0,12 CHF | 440 000 | 30 000 | 368 458 | 30 000 | 50 637 CHF | 4 442 CHF | 99,53% | 99,53% |
11/11/2024 | 7,27% | 0,16 CHF | 0,17 CHF | 310 000 | 30 000 | 382 233 | 30 000 | 50 641 CHF | 4 300 CHF | 94,72% | 94,72% |
08/11/2024 | 9,32% | 0,09 CHF | 0,10 CHF | 500 000 | 30 000 | 474 234 | 30 000 | 49 100 CHF | 3 432 CHF | 91,95% | 91,95% |
07/11/2024 | 5,45% | 0,16 CHF | 0,17 CHF | 320 000 | 30 000 | 284 909 | 30 000 | 50 864 CHF | 5 677 CHF | 99,53% | 99,53% |