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 | 3,76% | 0,24 CHF | 0,25 CHF | 150 000 | 150 000 | 67 521 | 67 521 | 18 140 CHF | 18 817 CHF | 99,91% | 99,91% |
19/11/2024 | 4,24% | 0,29 CHF | 0,30 CHF | 152 000 | 152 000 | 67 625 | 67 625 | 17 999 CHF | 18 698 CHF | 100,00% | 100,00% |
18/11/2024 | 6,63% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 65 040 | 65 040 | 12 349 CHF | 13 097 CHF | 99,64% | 99,64% |
15/11/2024 | 2,77% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 49 863 | 49 863 | 15 308 CHF | 15 808 CHF | 98,89% | 98,89% |
14/11/2024 | 4,46% | 0,33 CHF | 0,34 CHF | 152 000 | 152 000 | 70 952 | 70 952 | 20 848 CHF | 21 568 CHF | 54,09% | 95,10% |
13/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 168 000 | 168 000 | 75 200 | 75 200 | 56 362 CHF | 57 115 CHF | 99,78% | 99,78% |
12/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 170 000 | 170 000 | 75 164 | 75 164 | 58 321 CHF | 59 074 CHF | 99,66% | 100,00% |
11/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 170 000 | 170 000 | 76 290 | 76 290 | 61 230 CHF | 61 995 CHF | 99,90% | 99,90% |
08/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 174 000 | 174 000 | 78 029 | 78 029 | 65 801 CHF | 66 582 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 174 000 | 174 000 | 77 459 | 77 459 | 64 156 CHF | 64 932 CHF | 99,85% | 99,85% |