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 | 4,05% | 0,46 CHF | 0,48 CHF | 110 000 | 50 000 | 116 915 | 50 000 | 52 459 CHF | 23 378 CHF | 14,13% | 89,78% |
19/11/2024 | 4,34% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 121 627 | 50 000 | 52 083 CHF | 22 384 CHF | 98,83% | 98,83% |
18/11/2024 | 5,80% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 122 893 | 44 435 | 46 305 CHF | 17 689 CHF | 99,09% | 99,09% |
15/11/2024 | 5,44% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 49 314 CHF | 17 357 CHF | 99,73% | 99,73% |
14/11/2024 | 6,01% | 0,32 CHF | 0,34 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 44 305 CHF | 15 678 CHF | 97,08% | 97,08% |
13/11/2024 | 5,85% | 0,30 CHF | 0,32 CHF | 150 000 | 50 000 | 149 093 | 49 698 | 44 641 CHF | 15 769 CHF | 97,16% | 97,16% |
12/11/2024 | 5,73% | 0,29 CHF | 0,30 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 47 054 CHF | 16 608 CHF | 98,02% | 98,02% |
11/11/2024 | 5,64% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 99 879 | 41 256 | 36 516 CHF | 15 895 CHF | 100,00% | 100,00% |
08/11/2024 | 7,07% | 0,25 CHF | 0,26 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 36 959 CHF | 13 220 CHF | 100,00% | 100,00% |
07/11/2024 | 8,37% | 0,27 CHF | 0,29 CHF | 150 000 | 50 000 | 78 566 | 35 229 | 22 148 CHF | 10 448 CHF | 94,47% | 94,47% |