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 | 8,37% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 119 667 | 12 934 | 52 514 CHF | 6 089 CHF | 99,63% | 99,63% |
19/11/2024 | 8,96% | 0,40 CHF | 0,42 CHF | 130 000 | 25 000 | 128 991 | 12 934 | 52 362 CHF | 5 639 CHF | 99,61% | 99,61% |
18/11/2024 | 8,68% | 0,44 CHF | 0,46 CHF | 120 000 | 25 000 | 124 512 | 12 933 | 51 482 CHF | 5 754 CHF | 99,65% | 99,65% |
15/11/2024 | 8,27% | 0,43 CHF | 0,45 CHF | 120 000 | 20 000 | 118 332 | 11 869 | 52 488 CHF | 5 664 CHF | 99,54% | 99,54% |
14/11/2024 | 5,11% | 0,64 CHF | 0,65 CHF | 80 000 | 20 000 | 74 581 | 11 866 | 53 080 CHF | 8 773 CHF | 99,63% | 99,63% |
13/11/2024 | 5,25% | 0,82 CHF | 0,84 CHF | 70 000 | 20 000 | 77 459 | 12 251 | 53 678 CHF | 9 160 CHF | 91,56% | 91,56% |
12/11/2024 | 5,08% | 0,64 CHF | 0,65 CHF | 80 000 | 20 000 | 71 387 | 11 867 | 52 345 CHF | 9 033 CHF | 99,65% | 99,65% |
11/11/2024 | 4,47% | 0,74 CHF | 0,76 CHF | 70 000 | 20 000 | 65 408 | 11 884 | 53 519 CHF | 10 066 CHF | 98,72% | 98,72% |
08/11/2024 | 7,32% | 0,73 CHF | 0,74 CHF | 70 000 | 20 000 | 98 851 | 11 883 | 51 842 CHF | 7 012 CHF | 99,65% | 99,65% |
07/11/2024 | 6,08% | 0,52 CHF | 0,54 CHF | 100 000 | 20 000 | 89 253 | 11 882 | 53 477 CHF | 7 399 CHF | 99,62% | 99,62% |