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 | 2,73% | 0,40 CHF | 0,41 CHF | 130 000 | 60 000 | 141 510 | 36 514 | 51 194 CHF | 13 803 CHF | 99,61% | 99,61% |
19/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 150 000 | 60 000 | 154 802 | 36 515 | 51 757 CHF | 12 670 CHF | 99,63% | 99,63% |
18/11/2024 | 3,90% | 0,28 CHF | 0,29 CHF | 180 000 | 60 000 | 201 776 | 36 589 | 50 737 CHF | 9 662 CHF | 98,50% | 98,50% |
15/11/2024 | 4,26% | 0,21 CHF | 0,22 CHF | 240 000 | 60 000 | 219 816 | 36 515 | 50 495 CHF | 8 674 CHF | 99,63% | 99,63% |
14/11/2024 | 5,41% | 0,24 CHF | 0,25 CHF | 210 000 | 60 000 | 282 524 | 36 515 | 50 774 CHF | 7 419 CHF | 99,63% | 99,63% |
13/11/2024 | 3,68% | 0,22 CHF | 0,23 CHF | 230 000 | 60 000 | 190 316 | 36 653 | 50 722 CHF | 9 990 CHF | 97,57% | 97,57% |
12/11/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 190 000 | 60 000 | 192 966 | 36 523 | 51 154 CHF | 10 081 CHF | 99,50% | 99,50% |
11/11/2024 | 2,43% | 0,32 CHF | 0,33 CHF | 160 000 | 60 000 | 129 156 | 36 595 | 52 601 CHF | 14 974 CHF | 98,41% | 98,41% |
08/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 110 000 | 60 000 | 112 972 | 36 517 | 52 332 CHF | 17 359 CHF | 99,60% | 99,60% |
07/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 60 000 | 104 486 | 39 801 | 51 810 CHF | 19 938 CHF | 57,44% | 57,44% |