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 | 8,35% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 179 649 | 25 333 | 51 691 CHF | 7 772 CHF | 99,69% | 99,69% |
19/11/2024 | 9,18% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 195 250 | 25 334 | 51 545 CHF | 7 284 CHF | 99,66% | 99,66% |
18/11/2024 | 9,02% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 189 867 | 25 332 | 51 281 CHF | 7 484 CHF | 99,66% | 99,66% |
15/11/2024 | 6,31% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 158 908 | 29 339 | 51 369 CHF | 9 563 CHF | 56,35% | 56,35% |
14/11/2024 | 5,63% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 119 988 | 20 005 | 52 208 CHF | 9 185 CHF | 99,66% | 99,66% |
13/11/2024 | 6,20% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 130 105 | 25 788 | 51 038 CHF | 10 678 CHF | 96,80% | 96,80% |
12/11/2024 | 6,24% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 130 122 | 25 331 | 51 227 CHF | 10 577 CHF | 99,67% | 99,67% |
11/11/2024 | 5,66% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 120 103 | 20 290 | 52 116 CHF | 9 297 CHF | 96,92% | 96,92% |
08/11/2024 | 5,27% | 0,45 CHF | 0,46 CHF | 120 000 | 25 000 | 110 287 | 20 025 | 51 353 CHF | 9 800 CHF | 99,66% | 99,66% |
07/11/2024 | 5,18% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 110 000 | 20 021 | 52 283 CHF | 10 010 CHF | 99,68% | 99,68% |