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 | 11,76% | 1,71 CHF | 1,81 CHF | 100 000 | 100 000 | 53 029 | 37 372 | 79 525 CHF | 62 985 CHF | 99,62% | 99,62% |
19/11/2024 | 11,02% | 1,61 CHF | 1,71 CHF | 100 000 | 100 000 | 53 008 | 37 373 | 82 224 CHF | 63 834 CHF | 99,64% | 99,64% |
18/11/2024 | 14,34% | 1,32 CHF | 1,47 CHF | 50 000 | 50 000 | 36 037 | 18 707 | 60 131 CHF | 33 358 CHF | 99,42% | 99,42% |
15/11/2024 | 13,88% | 2,10 CHF | 2,25 CHF | 50 000 | 50 000 | 34 344 | 18 687 | 63 326 CHF | 39 853 CHF | 99,63% | 99,63% |
14/11/2024 | 11,53% | 1,64 CHF | 1,74 CHF | 50 000 | 50 000 | 42 169 | 18 677 | 61 995 CHF | 30 830 CHF | 99,60% | 99,60% |
13/11/2024 | 13,24% | 1,42 CHF | 1,52 CHF | 100 000 | 100 000 | 57 959 | 37 742 | 73 724 CHF | 54 077 CHF | 97,57% | 97,57% |
12/11/2024 | 7,92% | 1,24 CHF | 1,29 CHF | 100 000 | 100 000 | 61 544 | 37 445 | 67 690 CHF | 44 601 CHF | 99,23% | 99,23% |
11/11/2024 | 8,76% | 1,03 CHF | 1,08 CHF | 100 000 | 100 000 | 66 886 | 37 373 | 66 163 CHF | 40 507 CHF | 99,63% | 99,63% |
08/11/2024 | 10,12% | 0,88 CHF | 0,93 CHF | 100 000 | 100 000 | 71 562 | 37 374 | 60 184 CHF | 34 544 CHF | 99,63% | 99,63% |
07/11/2024 | 15,26% | 0,96 CHF | 1,06 CHF | 100 000 | 100 000 | 60 857 | 37 371 | 63 727 CHF | 43 272 CHF | 99,63% | 99,63% |