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 | 2,28% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 113 728 | 52 687 | 51 817 CHF | 24 444 CHF | 99,65% | 99,65% |
19/11/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 123 836 | 52 694 | 52 032 CHF | 22 631 CHF | 99,58% | 99,58% |
18/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 112 485 | 52 681 | 52 034 CHF | 24 899 CHF | 99,66% | 99,66% |
15/11/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 142 922 | 61 829 | 51 698 CHF | 22 933 CHF | 88,82% | 88,82% |
14/11/2024 | 2,50% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 124 619 | 53 556 | 51 889 CHF | 23 026 CHF | 83,46% | 83,46% |
13/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 92 991 | 53 402 | 52 325 CHF | 30 547 CHF | 97,13% | 97,13% |
12/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 88 037 | 52 717 | 53 303 CHF | 32 323 CHF | 99,53% | 99,53% |
11/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 71 065 | 52 675 | 55 315 CHF | 41 611 CHF | 99,68% | 99,68% |
08/11/2024 | 1,32% | 0,85 CHF | 0,86 CHF | 60 000 | 25 000 | 68 702 | 24 866 | 56 917 CHF | 20 882 CHF | 58,92% | 58,92% |
07/11/2024 | 1,25% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 63 516 | 51 155 | 54 986 CHF | 45 158 CHF | 88,28% | 88,28% |