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 | 5,61% | 0,19 CHF | 0,20 CHF | 210 000 | 210 000 | 82 404 | 82 404 | 14 985 CHF | 15 813 CHF | 99,89% | 99,89% |
19/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 220 000 | 220 000 | 98 243 | 98 243 | 16 848 CHF | 17 835 CHF | 99,94% | 99,94% |
18/11/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 210 000 | 210 000 | 78 426 | 78 426 | 14 577 CHF | 15 365 CHF | 99,89% | 99,89% |
15/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 210 000 | 210 000 | 97 202 | 97 202 | 18 849 CHF | 19 832 CHF | 99,61% | 99,61% |
14/11/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 210 000 | 210 000 | 85 316 | 85 316 | 19 756 CHF | 20 613 CHF | 100,00% | 100,00% |
13/11/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 85 664 | 85 664 | 21 055 CHF | 21 915 CHF | 100,00% | 100,00% |
12/11/2024 | 3,29% | 0,28 CHF | 0,28 CHF | 170 000 | 170 000 | 77 905 | 77 905 | 23 740 CHF | 24 523 CHF | 99,94% | 99,94% |
11/11/2024 | 3,05% | 0,34 CHF | 0,35 CHF | 160 000 | 160 000 | 69 156 | 69 156 | 22 985 CHF | 23 680 CHF | 99,89% | 99,89% |
08/11/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 64 382 | 64 382 | 21 565 CHF | 22 226 CHF | 96,89% | 96,89% |
07/11/2024 | 3,42% | 0,34 CHF | 0,35 CHF | 170 000 | 170 000 | 74 618 | 74 618 | 23 133 CHF | 23 886 CHF | 98,31% | 98,31% |