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 | 1,29% | 0,83 CHF | 0,84 CHF | 160 000 | 160 000 | 71 875 | 71 875 | 57 056 CHF | 57 778 CHF | 99,78% | 99,78% |
19/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 160 000 | 160 000 | 71 639 | 71 639 | 56 959 CHF | 57 678 CHF | 99,69% | 99,69% |
18/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 160 000 | 160 000 | 70 396 | 70 396 | 62 050 CHF | 62 757 CHF | 99,33% | 99,33% |
15/11/2024 | 1,47% | 0,84 CHF | 0,85 CHF | 170 000 | 170 000 | 59 995 | 59 995 | 45 746 CHF | 46 350 CHF | 98,48% | 98,48% |
14/11/2024 | 3,25% | 0,75 CHF | 0,76 CHF | 200 000 | 200 000 | 85 067 | 85 067 | 60 972 CHF | 62 043 CHF | 60,44% | 91,68% |
13/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 230 000 | 230 000 | 104 713 | 104 713 | 49 691 CHF | 50 743 CHF | 99,71% | 99,71% |
12/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 240 000 | 240 000 | 105 099 | 105 099 | 48 094 CHF | 49 150 CHF | 100,00% | 100,00% |
11/11/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 114 181 | 114 181 | 49 581 CHF | 50 728 CHF | 99,90% | 99,90% |
08/11/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 250 000 | 250 000 | 114 592 | 114 592 | 46 715 CHF | 47 865 CHF | 99,88% | 99,88% |
07/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 114 307 | 114 307 | 48 620 CHF | 49 768 CHF | 99,85% | 99,85% |