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 | 2,21% | 0,48 CHF | 0,49 CHF | 300 000 | 300 000 | 136 493 | 136 493 | 62 978 CHF | 64 349 CHF | 99,61% | 99,61% |
19/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 300 000 | 300 000 | 134 313 | 134 313 | 62 030 CHF | 63 379 CHF | 99,69% | 99,69% |
18/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 300 000 | 300 000 | 129 974 | 129 974 | 65 888 CHF | 67 193 CHF | 98,54% | 98,54% |
15/11/2024 | 2,48% | 0,49 CHF | 0,50 CHF | 310 000 | 310 000 | 102 670 | 102 670 | 45 890 CHF | 46 923 CHF | 98,16% | 98,16% |
14/11/2024 | 5,40% | 0,44 CHF | 0,45 CHF | 360 000 | 360 000 | 148 087 | 148 087 | 62 196 CHF | 64 052 CHF | 60,14% | 90,28% |
13/11/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 420 000 | 420 000 | 188 531 | 188 531 | 53 865 CHF | 55 758 CHF | 99,60% | 99,60% |
12/11/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 420 000 | 420 000 | 187 326 | 187 326 | 51 685 CHF | 53 567 CHF | 100,00% | 100,00% |
11/11/2024 | 3,89% | 0,27 CHF | 0,28 CHF | 440 000 | 440 000 | 195 950 | 195 950 | 51 734 CHF | 53 702 CHF | 99,90% | 99,90% |
08/11/2024 | 4,02% | 0,25 CHF | 0,26 CHF | 450 000 | 450 000 | 202 521 | 202 521 | 50 317 CHF | 52 349 CHF | 99,81% | 99,81% |
07/11/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 450 000 | 450 000 | 202 471 | 202 471 | 52 124 CHF | 54 157 CHF | 99,82% | 99,82% |