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 | 2,62% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 138 297 | 45 210 | 52 142 CHF | 16 455 CHF | 99,66% | 99,66% |
19/11/2024 | 3,80% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 198 799 | 45 208 | 51 301 CHF | 13 100 CHF | 99,67% | 99,67% |
18/11/2024 | 4,62% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 241 795 | 45 220 | 51 088 CHF | 10 336 CHF | 99,58% | 99,58% |
15/11/2024 | 3,79% | 0,14 CHF | 0,15 CHF | 370 000 | 100 000 | 198 250 | 45 206 | 51 366 CHF | 11 508 CHF | 99,67% | 99,67% |
14/11/2024 | 2,21% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 116 800 | 45 211 | 52 378 CHF | 19 720 CHF | 99,67% | 99,67% |
13/11/2024 | 1,80% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 94 688 | 45 528 | 52 098 CHF | 24 750 CHF | 97,60% | 97,60% |
12/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 298 | 45 206 | 52 485 CHF | 24 347 CHF | 99,66% | 99,66% |
11/11/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 110 464 | 45 209 | 52 340 CHF | 22 412 CHF | 99,66% | 99,66% |
08/11/2024 | 1,93% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 100 814 | 45 206 | 51 800 CHF | 23 163 CHF | 99,66% | 99,66% |
07/11/2024 | 2,31% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 121 785 | 45 206 | 52 212 CHF | 20 251 CHF | 99,67% | 99,67% |