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 | 1,70% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 51 702 | 30 091 | 54 269 CHF | 31 731 CHF | 93,95% | 93,95% |
19/11/2024 | 1,48% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 49 912 | 29 798 | 58 853 CHF | 35 729 CHF | 99,67% | 99,67% |
18/11/2024 | 1,63% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 51 736 | 32 118 | 55 342 CHF | 36 058 CHF | 67,17% | 67,17% |
15/11/2024 | 2,62% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 75 928 | 29 796 | 53 452 CHF | 22 529 CHF | 99,68% | 99,68% |
14/11/2024 | 4,60% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 131 161 | 27 875 | 52 054 CHF | 12 222 CHF | 91,58% | 91,58% |
13/11/2024 | 5,32% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 156 027 | 29 229 | 51 876 CHF | 10 095 CHF | 97,12% | 97,12% |
12/11/2024 | 6,27% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 183 018 | 29 253 | 51 291 CHF | 9 251 CHF | 87,57% | 87,57% |
11/11/2024 | 7,39% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 225 790 | 28 844 | 50 797 CHF | 6 946 CHF | 97,50% | 97,50% |
08/11/2024 | 3,89% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 116 950 | 29 886 | 52 143 CHF | 13 536 CHF | 98,64% | 98,64% |
07/11/2024 | 2,68% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 79 801 | 29 934 | 54 228 CHF | 20 577 CHF | 97,63% | 97,63% |