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 | 3,43% | 0,48 CHF | 0,50 CHF | 82 655 | 75 000 | 83 126 | 75 000 | 38 581 CHF | 36 032 CHF | 99,00% | 99,00% |
19/11/2024 | 2,85% | 0,47 CHF | 0,48 CHF | 82 742 | 75 000 | 82 417 | 75 000 | 39 880 CHF | 37 347 CHF | 100,00% | 100,00% |
18/11/2024 | 2,91% | 0,54 CHF | 0,56 CHF | 81 291 | 75 000 | 81 846 | 75 000 | 42 686 CHF | 40 277 CHF | 100,00% | 100,00% |
15/11/2024 | 3,96% | 0,57 CHF | 0,59 CHF | 80 824 | 75 000 | 57 059 | 54 325 | 31 286 CHF | 30 891 CHF | 100,00% | 100,00% |
14/11/2024 | 5,09% | 0,52 CHF | 0,55 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 18 825 CHF | 19 808 CHF | 99,22% | 99,22% |
13/11/2024 | 4,84% | 0,51 CHF | 0,53 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 18 934 CHF | 19 868 CHF | 99,36% | 99,36% |
12/11/2024 | 5,23% | 0,48 CHF | 0,51 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 19 620 CHF | 20 672 CHF | 100,00% | 100,00% |
11/11/2024 | 4,46% | 0,62 CHF | 0,64 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 22 547 CHF | 23 576 CHF | 100,00% | 100,00% |
08/11/2024 | 3,14% | 0,58 CHF | 0,60 CHF | 79 178 | 75 000 | 78 918 | 75 000 | 46 536 CHF | 45 643 CHF | 100,00% | 100,00% |
07/11/2024 | 2,05% | 0,67 CHF | 0,69 CHF | 77 015 | 75 000 | 77 234 | 72 396 | 52 204 CHF | 49 948 CHF | 98,73% | 98,73% |