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 | 5,24% | 0,29 CHF | 0,30 CHF | 82 757 | 75 000 | 83 136 | 75 000 | 22 560 CHF | 21 451 CHF | 99,00% | 99,00% |
19/11/2024 | 6,58% | 0,27 CHF | 0,29 CHF | 82 807 | 75 000 | 82 449 | 75 000 | 23 773 CHF | 23 097 CHF | 100,00% | 100,00% |
18/11/2024 | 5,47% | 0,35 CHF | 0,36 CHF | 81 273 | 75 000 | 81 830 | 75 000 | 26 755 CHF | 25 904 CHF | 100,00% | 100,00% |
15/11/2024 | 5,99% | 0,38 CHF | 0,40 CHF | 80 781 | 75 000 | 57 055 | 54 325 | 20 444 CHF | 20 560 CHF | 100,00% | 100,00% |
14/11/2024 | 8,10% | 0,33 CHF | 0,36 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 11 664 CHF | 12 649 CHF | 99,22% | 99,22% |
13/11/2024 | 7,76% | 0,31 CHF | 0,34 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 11 803 CHF | 12 749 CHF | 99,36% | 99,36% |
12/11/2024 | 7,60% | 0,29 CHF | 0,31 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 12 422 CHF | 13 400 CHF | 100,00% | 100,00% |
11/11/2024 | 6,27% | 0,42 CHF | 0,45 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 15 326 CHF | 16 317 CHF | 100,00% | 100,00% |
08/11/2024 | 3,82% | 0,39 CHF | 0,41 CHF | 79 256 | 75 000 | 78 914 | 75 000 | 31 541 CHF | 31 148 CHF | 100,00% | 100,00% |
07/11/2024 | 3,94% | 0,48 CHF | 0,50 CHF | 76 914 | 75 000 | 77 248 | 72 396 | 37 123 CHF | 36 192 CHF | 98,73% | 98,73% |