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 | 15,36% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 339 032 | 25 333 | 50 690 CHF | 4 274 CHF | 99,68% | 99,68% |
19/11/2024 | 18,27% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 400 494 | 25 335 | 50 517 CHF | 3 796 CHF | 99,66% | 99,66% |
18/11/2024 | 17,71% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 384 574 | 25 332 | 50 591 CHF | 3 981 CHF | 99,66% | 99,66% |
15/11/2024 | 10,57% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 280 457 | 29 340 | 50 960 CHF | 5 501 CHF | 56,35% | 56,35% |
14/11/2024 | 8,14% | 0,29 CHF | 0,30 CHF | 180 000 | 25 000 | 173 090 | 20 005 | 51 310 CHF | 6 414 CHF | 99,66% | 99,66% |
13/11/2024 | 9,44% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 200 074 | 25 788 | 50 951 CHF | 7 133 CHF | 96,80% | 96,80% |
12/11/2024 | 9,47% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 199 155 | 25 331 | 51 006 CHF | 7 098 CHF | 99,68% | 99,68% |
11/11/2024 | 8,13% | 0,28 CHF | 0,29 CHF | 180 000 | 25 000 | 172 691 | 20 290 | 51 268 CHF | 6 518 CHF | 96,92% | 96,92% |
08/11/2024 | 7,37% | 0,31 CHF | 0,32 CHF | 160 000 | 25 000 | 158 372 | 20 025 | 52 234 CHF | 7 082 CHF | 99,66% | 99,66% |
07/11/2024 | 7,22% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 150 286 | 20 021 | 50 959 CHF | 7 287 CHF | 99,68% | 99,68% |