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 | 2,78% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 151 205 | 151 205 | 53 646 CHF | 55 158 CHF | 99,37% | 99,37% |
19/11/2024 | 3,23% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 176 804 | 176 804 | 53 916 CHF | 55 684 CHF | 99,25% | 99,25% |
18/11/2024 | 2,43% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 134 530 | 134 530 | 54 760 CHF | 56 106 CHF | 99,27% | 99,27% |
15/11/2024 | 2,36% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 127 508 | 127 508 | 53 498 CHF | 54 773 CHF | 99,38% | 99,38% |
14/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 138 858 | 138 858 | 54 728 CHF | 56 117 CHF | 99,35% | 99,35% |
13/11/2024 | 2,91% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 160 858 | 160 858 | 54 771 CHF | 56 380 CHF | 99,38% | 99,38% |
12/11/2024 | 5,95% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 317 138 | 317 139 | 51 766 CHF | 54 938 CHF | 99,06% | 99,06% |
11/11/2024 | 6,12% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 329 517 | 329 517 | 52 165 CHF | 55 460 CHF | 99,23% | 99,23% |
08/11/2024 | 8,78% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 471 330 | 462 671 | 51 354 CHF | 55 179 CHF | 99,37% | 99,37% |
07/11/2024 | 10,08% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 534 953 | 416 804 | 50 382 CHF | 44 554 CHF | 99,26% | 99,26% |