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 | 4,62% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 94 064 | 30 089 | 52 800 CHF | 18 186 CHF | 93,97% | 93,97% |
19/11/2024 | 5,82% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 119 353 | 29 797 | 51 751 CHF | 13 592 CHF | 99,69% | 99,69% |
18/11/2024 | 4,16% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 99 092 | 32 115 | 52 952 CHF | 17 307 CHF | 67,20% | 67,20% |
15/11/2024 | 2,70% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 61 928 | 29 795 | 56 601 CHF | 27 298 CHF | 99,69% | 99,69% |
14/11/2024 | 2,05% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 43 585 | 27 873 | 53 667 CHF | 34 596 CHF | 91,60% | 91,60% |
13/11/2024 | 1,91% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 42 186 | 29 227 | 54 764 CHF | 38 732 CHF | 97,14% | 97,14% |
12/11/2024 | 1,87% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 42 424 | 29 251 | 56 851 CHF | 39 594 CHF | 87,59% | 87,59% |
11/11/2024 | 1,77% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 42 176 | 28 839 | 58 908 CHF | 41 120 CHF | 97,58% | 97,58% |
08/11/2024 | 2,26% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 29 885 | 57 831 CHF | 35 955 CHF | 98,66% | 98,66% |
07/11/2024 | 2,63% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 58 936 | 29 933 | 55 263 CHF | 29 105 CHF | 97,64% | 97,64% |