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 | 12,55% | 0,25 CHF | 0,26 CHF | 200 000 | 25 000 | 179 512 | 12 934 | 51 205 CHF | 4 105 CHF | 99,64% | 99,64% |
19/11/2024 | 13,95% | 0,25 CHF | 0,27 CHF | 200 000 | 25 000 | 202 507 | 12 934 | 51 172 CHF | 3 662 CHF | 99,62% | 99,62% |
18/11/2024 | 14,03% | 0,29 CHF | 0,30 CHF | 180 000 | 25 000 | 197 662 | 12 932 | 50 980 CHF | 3 767 CHF | 99,66% | 99,66% |
15/11/2024 | 12,57% | 0,28 CHF | 0,29 CHF | 180 000 | 20 000 | 177 673 | 11 868 | 51 330 CHF | 3 839 CHF | 99,58% | 99,58% |
14/11/2024 | 6,54% | 0,48 CHF | 0,50 CHF | 110 000 | 20 000 | 93 062 | 11 865 | 51 933 CHF | 6 954 CHF | 99,66% | 99,66% |
13/11/2024 | 7,10% | 0,67 CHF | 0,69 CHF | 80 000 | 20 000 | 96 309 | 11 993 | 51 693 CHF | 7 126 CHF | 96,83% | 96,83% |
12/11/2024 | 6,20% | 0,48 CHF | 0,50 CHF | 110 000 | 20 000 | 91 671 | 11 866 | 53 269 CHF | 7 221 CHF | 99,67% | 99,67% |
11/11/2024 | 5,56% | 0,59 CHF | 0,61 CHF | 90 000 | 20 000 | 81 191 | 11 883 | 54 153 CHF | 8 266 CHF | 98,75% | 98,75% |
08/11/2024 | 10,33% | 0,58 CHF | 0,59 CHF | 90 000 | 20 000 | 139 643 | 11 882 | 51 779 CHF | 5 222 CHF | 99,67% | 99,67% |
07/11/2024 | 8,12% | 0,37 CHF | 0,38 CHF | 140 000 | 20 000 | 116 669 | 11 881 | 52 120 CHF | 5 607 CHF | 99,65% | 99,65% |