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 | 4,56% | 0,21 CHF | 0,22 CHF | 375 000 | 375 000 | 168 275 | 168 275 | 36 971 CHF | 38 657 CHF | 99,90% | 99,90% |
19/11/2024 | 4,72% | 0,23 CHF | 0,24 CHF | 380 000 | 380 000 | 168 498 | 168 498 | 36 769 CHF | 38 458 CHF | 100,00% | 100,00% |
18/11/2024 | 5,44% | 0,20 CHF | 0,21 CHF | 375 000 | 375 000 | 162 403 | 162 403 | 29 724 CHF | 31 351 CHF | 99,63% | 99,63% |
15/11/2024 | 3,82% | 0,20 CHF | 0,21 CHF | 375 000 | 375 000 | 123 890 | 123 890 | 29 130 CHF | 30 372 CHF | 98,89% | 98,89% |
14/11/2024 | 5,84% | 0,24 CHF | 0,25 CHF | 380 000 | 380 000 | 177 283 | 177 283 | 40 239 CHF | 42 037 CHF | 54,14% | 95,14% |
13/11/2024 | 2,31% | 0,41 CHF | 0,43 CHF | 420 000 | 420 000 | 422 407 | 422 407 | 180 771 CHF | 184 995 CHF | 0,70% | 99,78% |
12/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 183 907 CHF | 188 157 CHF | 0,10% | 100,00% |
11/11/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 425 000 | 425 000 | 190 861 | 190 861 | 83 026 CHF | 84 938 CHF | 99,90% | 99,90% |
08/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 435 000 | 435 000 | 194 316 | 194 316 | 88 033 CHF | 89 980 CHF | 100,00% | 100,00% |
07/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 435 000 | 435 000 | 193 437 | 193 437 | 86 351 CHF | 88 289 CHF | 99,85% | 99,85% |