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 | 11,24% | 0,85 CHF | 0,90 CHF | 60 000 | 20 000 | 70 193 | 7 473 | 52 964 CHF | 6 484 CHF | 99,57% | 99,57% |
19/11/2024 | 11,81% | 0,76 CHF | 0,81 CHF | 70 000 | 30 000 | 74 445 | 11 209 | 53 007 CHF | 8 995 CHF | 99,59% | 99,59% |
18/11/2024 | 8,58% | 0,64 CHF | 0,67 CHF | 80 000 | 30 000 | 88 455 | 11 270 | 52 858 CHF | 7 365 CHF | 98,48% | 98,48% |
15/11/2024 | 14,85% | 0,55 CHF | 0,60 CHF | 100 000 | 30 000 | 95 620 | 11 210 | 52 859 CHF | 6 989 CHF | 99,60% | 99,60% |
14/11/2024 | 17,27% | 0,59 CHF | 0,64 CHF | 90 000 | 30 000 | 108 990 | 11 210 | 52 164 CHF | 6 733 CHF | 99,60% | 99,60% |
13/11/2024 | 13,25% | 0,57 CHF | 0,62 CHF | 90 000 | 30 000 | 83 908 | 11 438 | 51 901 CHF | 7 727 CHF | 95,43% | 95,43% |
12/11/2024 | 13,47% | 0,65 CHF | 0,70 CHF | 80 000 | 20 000 | 85 169 | 7 478 | 52 572 CHF | 5 232 CHF | 99,48% | 99,48% |
11/11/2024 | 16,24% | 0,73 CHF | 0,83 CHF | 70 000 | 10 000 | 56 542 | 3 755 | 55 048 CHF | 3 881 CHF | 98,32% | 98,32% |
08/11/2024 | 14,28% | 1,24 CHF | 1,34 CHF | 50 000 | 10 000 | 48 889 | 3 737 | 56 851 CHF | 5 009 CHF | 99,57% | 99,57% |
07/11/2024 | 12,27% | 1,33 CHF | 1,43 CHF | 40 000 | 10 000 | 42 018 | 4 317 | 54 359 CHF | 6 081 CHF | 54,41% | 54,41% |