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 | 4,13% | 0,38 CHF | 0,40 CHF | 82 757 | 75 000 | 83 136 | 75 000 | 30 423 CHF | 28 608 CHF | 99,00% | 99,00% |
19/11/2024 | 3,56% | 0,37 CHF | 0,38 CHF | 82 807 | 75 000 | 82 439 | 75 000 | 31 690 CHF | 29 880 CHF | 100,00% | 100,00% |
18/11/2024 | 4,33% | 0,44 CHF | 0,46 CHF | 81 291 | 75 000 | 81 844 | 75 000 | 34 608 CHF | 33 120 CHF | 100,00% | 100,00% |
15/11/2024 | 5,52% | 0,47 CHF | 0,49 CHF | 80 913 | 75 000 | 57 067 | 54 325 | 25 607 CHF | 25 622 CHF | 100,00% | 100,00% |
14/11/2024 | 5,67% | 0,43 CHF | 0,45 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 15 274 CHF | 16 164 CHF | 99,22% | 99,22% |
13/11/2024 | 5,86% | 0,41 CHF | 0,43 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 15 339 CHF | 16 257 CHF | 99,36% | 99,36% |
12/11/2024 | 6,36% | 0,38 CHF | 0,41 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 15 951 CHF | 16 995 CHF | 100,00% | 100,00% |
11/11/2024 | 5,26% | 0,52 CHF | 0,55 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 18 901 CHF | 19 922 CHF | 100,00% | 100,00% |
08/11/2024 | 3,32% | 0,48 CHF | 0,50 CHF | 79 247 | 75 000 | 78 920 | 75 000 | 38 914 CHF | 38 232 CHF | 100,00% | 100,00% |
07/11/2024 | 2,56% | 0,57 CHF | 0,59 CHF | 77 063 | 75 000 | 77 240 | 72 396 | 44 544 CHF | 42 813 CHF | 98,73% | 98,73% |