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 | 9,76% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 490 815 | 30 094 | 48 009 CHF | 3 325 CHF | 93,90% | 93,90% |
19/11/2024 | 11,23% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 29 801 | 42 178 CHF | 2 805 CHF | 99,64% | 99,64% |
18/11/2024 | 9,85% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 484 225 | 32 126 | 47 317 CHF | 3 334 CHF | 67,11% | 67,11% |
15/11/2024 | 7,17% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 375 303 | 29 798 | 50 477 CHF | 4 232 CHF | 99,65% | 99,65% |
14/11/2024 | 4,90% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 253 257 | 27 880 | 50 399 CHF | 5 720 CHF | 91,51% | 91,51% |
13/11/2024 | 4,52% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 224 195 | 30 382 | 50 224 CHF | 7 158 CHF | 91,61% | 91,61% |
12/11/2024 | 4,35% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 224 659 | 29 258 | 50 475 CHF | 6 818 CHF | 87,53% | 87,53% |
11/11/2024 | 3,99% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 205 669 | 28 858 | 50 472 CHF | 7 476 CHF | 97,28% | 97,28% |
08/11/2024 | 5,54% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 290 082 | 29 888 | 50 893 CHF | 5 710 CHF | 98,61% | 98,61% |
07/11/2024 | 7,47% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 392 777 | 29 936 | 50 644 CHF | 4 183 CHF | 97,61% | 97,61% |