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 | 6,32% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 332 445 | 30 094 | 50 910 CHF | 5 037 CHF | 93,90% | 93,90% |
19/11/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 376 535 | 29 800 | 50 536 CHF | 4 296 CHF | 99,64% | 99,64% |
18/11/2024 | 6,35% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 333 511 | 32 123 | 50 844 CHF | 5 086 CHF | 67,14% | 67,14% |
15/11/2024 | 4,57% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 236 640 | 29 798 | 50 636 CHF | 6 556 CHF | 99,65% | 99,65% |
14/11/2024 | 3,23% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 170 243 | 27 880 | 51 873 CHF | 8 625 CHF | 91,51% | 91,51% |
13/11/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 151 893 | 29 232 | 51 369 CHF | 10 232 CHF | 97,09% | 97,09% |
12/11/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 151 901 | 29 258 | 51 657 CHF | 10 158 CHF | 87,54% | 87,54% |
11/11/2024 | 2,69% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 141 694 | 28 855 | 52 052 CHF | 11 022 CHF | 97,32% | 97,32% |
08/11/2024 | 3,64% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 191 907 | 29 887 | 51 786 CHF | 8 612 CHF | 98,62% | 98,62% |
07/11/2024 | 4,85% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 249 604 | 29 935 | 50 207 CHF | 6 381 CHF | 97,62% | 97,62% |