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 | 2,43% | 0,58 CHF | 0,59 CHF | 82 655 | 75 000 | 83 126 | 75 000 | 46 579 CHF | 43 065 CHF | 99,00% | 99,00% |
19/11/2024 | 2,73% | 0,56 CHF | 0,58 CHF | 82 742 | 75 000 | 82 396 | 75 000 | 47 614 CHF | 44 546 CHF | 100,00% | 100,00% |
18/11/2024 | 2,86% | 0,63 CHF | 0,64 CHF | 81 541 | 75 000 | 81 752 | 75 000 | 50 205 CHF | 47 402 CHF | 92,40% | 92,40% |
15/11/2024 | 3,07% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 56 568 | 54 325 | 36 493 CHF | 35 966 CHF | 100,00% | 100,00% |
14/11/2024 | 4,05% | 0,62 CHF | 0,64 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 22 399 CHF | 23 325 CHF | 99,22% | 99,22% |
13/11/2024 | 4,09% | 0,60 CHF | 0,63 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 22 459 CHF | 23 389 CHF | 99,36% | 99,36% |
12/11/2024 | 4,10% | 0,57 CHF | 0,60 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 23 150 CHF | 24 120 CHF | 100,00% | 100,00% |
11/11/2024 | 4,08% | 0,71 CHF | 0,74 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 26 067 CHF | 27 151 CHF | 100,00% | 100,00% |
08/11/2024 | 2,57% | 0,68 CHF | 0,69 CHF | 79 256 | 75 000 | 78 614 | 75 000 | 53 856 CHF | 52 736 CHF | 100,00% | 100,00% |
07/11/2024 | 2,61% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 74 740 | 72 396 | 57 309 CHF | 56 968 CHF | 98,73% | 98,73% |