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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6,99% | 0,41 CHF | 0,44 CHF | 130 000 | 75 000 | 128 442 | 75 000 | 52 437 CHF | 32 849 CHF | 1,98% | 1,98% |
22/11/2024 | 8,34% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 159 294 | 75 000 | 51 964 CHF | 26 812 CHF | 95,65% | 95,65% |
20/11/2024 | 7,73% | 0,22 CHF | 0,23 CHF | 240 000 | 75 000 | 223 855 | 75 000 | 50 585 CHF | 18 323 CHF | 77,15% | 77,15% |
19/11/2024 | 5,02% | 0,18 CHF | 0,19 CHF | 266 060 | 75 000 | 251 817 | 75 000 | 49 036 CHF | 15 642 CHF | 37,39% | 37,39% |
18/11/2024 | 4,85% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 181 277 | 63 972 | 43 179 CHF | 15 940 CHF | 100,00% | 100,00% |
15/11/2024 | 3,85% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 185 461 | 75 000 | 51 556 CHF | 21 770 CHF | 100,00% | 100,00% |
14/11/2024 | 3,74% | 0,31 CHF | 0,33 CHF | 170 000 | 75 000 | 192 551 | 75 000 | 50 629 CHF | 20 575 CHF | 99,26% | 99,26% |
13/11/2024 | 4,77% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 234 574 | 73 176 | 49 537 CHF | 16 337 CHF | 47,29% | 47,29% |
12/11/2024 | 5,31% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 159 561 | 75 000 | 51 884 CHF | 25 804 CHF | 99,09% | 99,09% |
11/11/2024 | 5,16% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 143 465 | 75 000 | 51 364 CHF | 28 294 CHF | 100,00% | 100,00% |