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 | 2,04% | 0,53 CHF | 0,54 CHF | 200 000 | 200 000 | 87 907 | 87 907 | 43 866 CHF | 44 750 CHF | 99,69% | 99,69% |
19/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 200 000 | 200 000 | 87 781 | 87 781 | 44 005 CHF | 44 886 CHF | 99,70% | 99,70% |
18/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 190 000 | 190 000 | 83 981 | 83 981 | 48 133 CHF | 48 977 CHF | 99,11% | 99,11% |
15/11/2024 | 2,40% | 0,54 CHF | 0,55 CHF | 220 000 | 220 000 | 72 525 | 72 525 | 34 879 CHF | 35 609 CHF | 98,42% | 98,42% |
14/11/2024 | 5,27% | 0,47 CHF | 0,48 CHF | 270 000 | 270 000 | 112 035 | 112 035 | 50 201 CHF | 51 587 CHF | 60,51% | 91,41% |
13/11/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 300 000 | 300 000 | 134 936 | 134 936 | 37 343 CHF | 38 698 CHF | 99,71% | 99,71% |
12/11/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 134 109 | 134 109 | 35 510 CHF | 36 857 CHF | 100,00% | 100,00% |
11/11/2024 | 4,13% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 134 910 | 134 910 | 33 601 CHF | 34 955 CHF | 99,90% | 99,90% |
08/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 135 988 | 135 988 | 31 473 CHF | 32 838 CHF | 99,92% | 99,92% |
07/11/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 135 035 | 135 035 | 33 157 CHF | 34 513 CHF | 99,85% | 99,85% |