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 | 7,32% | 0,47 CHF | 0,48 CHF | 110 000 | 25 000 | 100 601 | 12 933 | 51 086 CHF | 6 982 CHF | 99,66% | 99,66% |
19/11/2024 | 7,76% | 0,47 CHF | 0,49 CHF | 110 000 | 25 000 | 110 648 | 12 933 | 52 515 CHF | 6 529 CHF | 99,65% | 99,65% |
18/11/2024 | 7,60% | 0,51 CHF | 0,53 CHF | 100 000 | 25 000 | 108 164 | 12 931 | 52 185 CHF | 6 648 CHF | 99,68% | 99,68% |
15/11/2024 | 7,23% | 0,50 CHF | 0,52 CHF | 100 000 | 20 000 | 101 102 | 11 867 | 51 842 CHF | 6 485 CHF | 99,61% | 99,61% |
14/11/2024 | 4,63% | 0,71 CHF | 0,72 CHF | 80 000 | 20 000 | 70 072 | 11 865 | 54 818 CHF | 9 592 CHF | 99,67% | 99,67% |
13/11/2024 | 5,10% | 0,89 CHF | 0,91 CHF | 60 000 | 20 000 | 68 274 | 11 960 | 51 789 CHF | 9 748 CHF | 97,55% | 97,55% |
12/11/2024 | 4,60% | 0,71 CHF | 0,72 CHF | 80 000 | 20 000 | 70 184 | 11 865 | 56 336 CHF | 9 846 CHF | 99,69% | 99,69% |
11/11/2024 | 4,24% | 0,81 CHF | 0,83 CHF | 70 000 | 20 000 | 60 605 | 11 882 | 53 784 CHF | 10 885 CHF | 98,78% | 98,78% |
08/11/2024 | 6,79% | 0,80 CHF | 0,81 CHF | 70 000 | 20 000 | 89 468 | 11 881 | 52 908 CHF | 7 820 CHF | 99,68% | 99,68% |
07/11/2024 | 5,50% | 0,59 CHF | 0,60 CHF | 90 000 | 20 000 | 82 074 | 11 881 | 54 819 CHF | 8 207 CHF | 99,66% | 99,66% |