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 | 3,13% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 160 680 | 52 686 | 51 882 CHF | 17 442 CHF | 99,66% | 99,66% |
19/11/2024 | 3,54% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 177 899 | 52 694 | 51 254 CHF | 15 672 CHF | 99,58% | 99,58% |
18/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 157 210 | 52 681 | 51 844 CHF | 17 921 CHF | 99,66% | 99,66% |
15/11/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 221 971 | 61 827 | 50 538 CHF | 14 673 CHF | 88,83% | 88,83% |
14/11/2024 | 3,51% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 182 870 | 57 180 | 51 267 CHF | 16 998 CHF | 73,93% | 83,48% |
13/11/2024 | 2,34% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 122 151 | 53 402 | 52 618 CHF | 23 482 CHF | 97,13% | 97,13% |
12/11/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 110 147 | 52 717 | 52 126 CHF | 25 363 CHF | 99,53% | 99,53% |
11/11/2024 | 1,66% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 80 220 | 52 675 | 51 821 CHF | 34 666 CHF | 99,68% | 99,68% |
08/11/2024 | 1,55% | 0,72 CHF | 0,73 CHF | 70 000 | 25 000 | 79 173 | 24 866 | 55 272 CHF | 17 634 CHF | 58,92% | 58,92% |
07/11/2024 | 1,53% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 73 633 | 51 155 | 53 884 CHF | 38 446 CHF | 88,28% | 88,28% |