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 | 2,08% | 0,50 CHF | 0,51 CHF | 189 300 | 189 300 | 65 597 | 65 597 | 32 113 CHF | 32 770 CHF | 99,10% | 99,10% |
19/11/2024 | 2,17% | 0,50 CHF | 0,51 CHF | 203 800 | 203 800 | 70 075 | 70 075 | 34 068 CHF | 34 770 CHF | 99,38% | 99,38% |
18/11/2024 | 2,01% | 0,45 CHF | 0,46 CHF | 184 500 | 184 500 | 61 787 | 61 787 | 30 429 CHF | 31 048 CHF | 98,55% | 99,90% |
15/11/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 353 100 | 353 100 | 98 099 | 98 099 | 45 585 CHF | 46 568 CHF | 99,25% | 99,25% |
14/11/2024 | - | 0,28 CHF | - CHF | 268 700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
13/11/2024 | - | 0,32 CHF | - CHF | 328 400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 0,28 CHF | - CHF | 350 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,25 CHF | - CHF | 409 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
08/11/2024 | - | 0,21 CHF | - CHF | 436 500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 3,88% | 0,23 CHF | 0,24 CHF | 312 700 | 312 700 | 70 045 | 70 045 | 17 566 CHF | 18 268 CHF | 84,38% | 100,00% |