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 | 4,76% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 135 362 | 30 091 | 51 842 CHF | 12 663 CHF | 93,95% | 93,95% |
19/11/2024 | 6,87% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 199 094 | 29 798 | 50 917 CHF | 8 122 CHF | 99,67% | 99,67% |
18/11/2024 | 4,62% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 149 614 | 32 119 | 51 869 CHF | 11 474 CHF | 67,17% | 67,17% |
15/11/2024 | 2,43% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 74 191 | 29 796 | 54 419 CHF | 21 845 CHF | 99,67% | 99,67% |
14/11/2024 | 1,67% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 51 591 | 27 875 | 54 489 CHF | 29 493 CHF | 91,58% | 91,58% |
13/11/2024 | 1,58% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 29 133 | 55 981 CHF | 33 278 CHF | 97,61% | 97,61% |
12/11/2024 | 1,53% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 29 254 | 58 329 CHF | 34 270 CHF | 87,57% | 87,57% |
11/11/2024 | 1,51% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 49 585 | 28 845 | 60 368 CHF | 35 895 CHF | 97,49% | 97,49% |
08/11/2024 | 1,88% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 57 880 | 29 886 | 56 691 CHF | 30 591 CHF | 98,64% | 98,64% |
07/11/2024 | 2,26% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 70 397 | 29 934 | 53 619 CHF | 23 643 CHF | 97,63% | 97,63% |