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 | 3,43% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 189 374 | 189 381 | 54 196 CHF | 56 092 CHF | 99,48% | 99,48% |
19/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 955 | 202 955 | 51 162 CHF | 53 191 CHF | 99,06% | 99,06% |
18/11/2024 | 3,47% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 184 821 | 184 821 | 52 296 CHF | 54 145 CHF | 99,17% | 99,17% |
15/11/2024 | 2,68% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 152 497 | 152 497 | 56 290 CHF | 57 815 CHF | 99,28% | 99,28% |
14/11/2024 | 2,08% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 121 459 | 121 459 | 57 975 CHF | 59 189 CHF | 99,14% | 99,14% |
13/11/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 94 606 | 94 606 | 47 635 CHF | 48 581 CHF | 97,63% | 97,63% |
12/11/2024 | 1,92% | 0,48 CHF | 0,49 CHF | 63 000 | 63 000 | 52 701 | 52 701 | 27 100 CHF | 27 627 CHF | 98,99% | 98,99% |
11/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 167 | 50 167 | 26 736 CHF | 27 237 CHF | 99,03% | 99,03% |
08/11/2024 | 2,36% | 0,50 CHF | 0,51 CHF | 63 000 | 63 000 | 63 182 | 63 182 | 26 581 CHF | 27 213 CHF | 99,28% | 99,28% |
07/11/2024 | 2,92% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 79 669 | 79 669 | 26 874 CHF | 27 671 CHF | 98,64% | 98,64% |