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 | 2,50% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 67 519 | 67 519 | 27 428 CHF | 28 105 CHF | 99,90% | 99,90% |
19/11/2024 | 2,61% | 0,43 CHF | 0,44 CHF | 152 000 | 152 000 | 67 625 | 67 625 | 27 287 CHF | 27 964 CHF | 100,00% | 100,00% |
18/11/2024 | 3,11% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 65 036 | 65 036 | 21 057 CHF | 21 709 CHF | 99,63% | 99,63% |
15/11/2024 | 1,98% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 49 862 | 49 862 | 22 269 CHF | 22 769 CHF | 98,89% | 98,89% |
14/11/2024 | 3,13% | 0,47 CHF | 0,48 CHF | 152 000 | 152 000 | 70 784 | 70 784 | 30 239 CHF | 30 958 CHF | 53,95% | 94,95% |
13/11/2024 | - | 0,88 CHF | - CHF | 168 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
12/11/2024 | - | 0,94 CHF | - CHF | 170 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 170 000 | 170 000 | 52 444 | 52 444 | 50 710 CHF | 51 236 CHF | 79,64% | 99,90% |
08/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 174 000 | 174 000 | 78 029 | 78 029 | 77 165 CHF | 77 947 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 174 000 | 174 000 | 77 459 | 77 459 | 75 441 CHF | 76 217 CHF | 99,85% | 99,85% |