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 | 4,38% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 211 045 | 52 698 | 50 320 CHF | 13 022 CHF | 99,58% | 99,58% |
19/11/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 250 121 | 52 702 | 50 592 CHF | 11 177 CHF | 99,51% | 99,51% |
18/11/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 206 637 | 52 689 | 50 450 CHF | 13 408 CHF | 99,59% | 99,59% |
15/11/2024 | 6,82% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 356 951 | 61 846 | 50 740 CHF | 9 416 CHF | 88,69% | 88,69% |
14/11/2024 | 5,10% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 264 726 | 57 073 | 50 747 CHF | 12 235 CHF | 71,79% | 83,90% |
13/11/2024 | 2,78% | 0,31 CHF | 0,34 CHF | 170 000 | 75 000 | 145 204 | 51 583 | 51 582 CHF | 18 822 CHF | 74,95% | 95,81% |
12/11/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 133 445 | 52 730 | 51 856 CHF | 20 914 CHF | 99,44% | 99,45% |
11/11/2024 | 2,03% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 92 261 | 52 685 | 51 795 CHF | 30 258 CHF | 99,61% | 99,61% |
08/11/2024 | 1,87% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 88 804 | 24 866 | 54 569 CHF | 15 572 CHF | 58,82% | 58,82% |
07/11/2024 | 1,68% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 80 627 | 51 162 | 52 246 CHF | 34 185 CHF | 88,19% | 88,19% |