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 | 3,67% | 0,62 CHF | 0,63 CHF | 195 000 | 195 000 | 86 995 | 86 995 | 54 345 CHF | 55 920 CHF | 99,89% | 99,89% |
19/11/2024 | 3,49% | 0,65 CHF | 0,66 CHF | 195 000 | 195 000 | 80 355 | 80 355 | 53 407 CHF | 54 852 CHF | 100,00% | 100,00% |
18/11/2024 | 2,58% | 0,71 CHF | 0,72 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 65 572 CHF | 66 974 CHF | 99,89% | 99,89% |
15/11/2024 | 2,33% | 0,76 CHF | 0,77 CHF | 205 000 | 205 000 | 91 453 | 91 453 | 69 885 CHF | 71 272 CHF | 99,90% | 99,90% |
14/11/2024 | 3,08% | 0,73 CHF | 0,74 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 49 712 CHF | 50 748 CHF | 100,00% | 100,00% |
13/11/2024 | 3,63% | 0,68 CHF | 0,69 CHF | 200 000 | 200 000 | 87 821 | 87 821 | 57 222 CHF | 58 806 CHF | 100,00% | 100,00% |
12/11/2024 | 3,98% | 0,65 CHF | 0,66 CHF | 195 000 | 195 000 | 86 077 | 86 077 | 51 199 CHF | 52 749 CHF | 99,88% | 99,88% |
11/11/2024 | 4,49% | 0,56 CHF | 0,57 CHF | 190 000 | 190 000 | 83 946 | 83 946 | 44 259 CHF | 45 773 CHF | 99,57% | 99,57% |
08/11/2024 | 4,38% | 0,54 CHF | 0,55 CHF | 190 000 | 190 000 | 85 327 | 85 327 | 45 233 CHF | 46 774 CHF | 99,18% | 99,18% |
07/11/2024 | 4,03% | 0,54 CHF | 0,55 CHF | 190 000 | 190 000 | 85 391 | 85 391 | 47 631 CHF | 49 179 CHF | 100,00% | 100,00% |