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 | 7,19% | 0,15 CHF | 0,16 CHF | 170 000 | 170 000 | 79 800 | 79 800 | 11 294 CHF | 12 095 CHF | 99,89% | 99,89% |
19/11/2024 | 7,48% | 0,13 CHF | 0,14 CHF | 180 000 | 180 000 | 82 734 | 82 734 | 10 998 CHF | 11 829 CHF | 99,94% | 99,94% |
18/11/2024 | 6,70% | 0,14 CHF | 0,15 CHF | 170 000 | 170 000 | 64 221 | 64 221 | 9 362 CHF | 10 007 CHF | 99,89% | 99,89% |
15/11/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 170 000 | 170 000 | 79 005 | 79 005 | 12 193 CHF | 12 992 CHF | 99,90% | 99,90% |
14/11/2024 | 5,32% | 0,18 CHF | 0,19 CHF | 170 000 | 170 000 | 70 667 | 70 667 | 13 149 CHF | 13 859 CHF | 100,00% | 100,00% |
13/11/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 160 000 | 160 000 | 69 684 | 69 684 | 13 919 CHF | 14 619 CHF | 100,00% | 100,00% |
12/11/2024 | 3,95% | 0,23 CHF | 0,24 CHF | 160 000 | 160 000 | 70 874 | 70 874 | 17 898 CHF | 18 611 CHF | 99,94% | 99,94% |
11/11/2024 | 3,67% | 0,28 CHF | 0,30 CHF | 160 000 | 160 000 | 71 227 | 71 227 | 19 681 CHF | 20 396 CHF | 99,89% | 99,89% |
08/11/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 160 000 | 160 000 | 70 662 | 70 662 | 19 363 CHF | 20 087 CHF | 98,90% | 98,90% |
07/11/2024 | 4,13% | 0,28 CHF | 0,29 CHF | 160 000 | 160 000 | 72 014 | 72 014 | 18 107 CHF | 18 830 CHF | 99,72% | 99,72% |