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 | 3,21% | 0,37 CHF | 0,38 CHF | 165 000 | 165 000 | 72 208 | 72 208 | 23 501 CHF | 24 225 CHF | 99,57% | 99,57% |
19/11/2024 | 2,98% | 0,30 CHF | 0,31 CHF | 160 000 | 160 000 | 71 484 | 71 484 | 24 585 CHF | 25 314 CHF | 99,22% | 99,22% |
18/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 170 000 | 170 000 | 75 913 | 75 913 | 32 198 CHF | 32 958 CHF | 99,90% | 99,90% |
15/11/2024 | 2,45% | 0,46 CHF | 0,47 CHF | 170 000 | 170 000 | 69 356 | 69 356 | 30 512 CHF | 31 207 CHF | 91,93% | 91,93% |
14/11/2024 | 6,25% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 66 136 | 66 136 | 12 689 CHF | 13 459 CHF | 99,72% | 99,72% |
13/11/2024 | 3,45% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 70 320 | 70 320 | 19 420 CHF | 20 124 CHF | 99,93% | 99,93% |
12/11/2024 | 3,58% | 0,29 CHF | 0,30 CHF | 160 000 | 160 000 | 70 264 | 70 264 | 19 828 CHF | 20 532 CHF | 99,93% | 99,93% |
11/11/2024 | 5,91% | 0,27 CHF | 0,28 CHF | 155 000 | 155 000 | 63 860 | 63 860 | 15 889 CHF | 16 665 CHF | 99,90% | 99,90% |
08/11/2024 | 5,78% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 69 277 | 69 277 | 14 057 CHF | 14 848 CHF | 97,41% | 97,41% |
07/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 160 000 | 160 000 | 71 182 | 71 182 | 20 534 CHF | 21 247 CHF | 100,00% | 100,00% |