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 | 8,07% | 0,36 CHF | 0,39 CHF | 140 000 | 50 000 | 133 869 | 50 000 | 51 734 CHF | 20 982 CHF | 92,81% | 92,81% |
19/11/2024 | 5,18% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 142 946 | 50 000 | 51 097 CHF | 18 838 CHF | 99,53% | 99,53% |
18/11/2024 | 5,83% | 0,39 CHF | 0,42 CHF | 130 000 | 50 000 | 133 886 | 44 487 | 51 673 CHF | 18 204 CHF | 100,00% | 100,00% |
15/11/2024 | 4,96% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 138 542 | 50 000 | 51 707 CHF | 19 670 CHF | 92,47% | 92,47% |
14/11/2024 | 5,02% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 129 953 | 50 000 | 52 454 CHF | 21 220 CHF | 98,20% | 98,20% |
13/11/2024 | 5,22% | 0,38 CHF | 0,40 CHF | 140 000 | 50 000 | 130 684 | 49 700 | 51 747 CHF | 20 770 CHF | 98,35% | 98,35% |
12/11/2024 | 4,64% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 114 950 | 50 000 | 51 782 CHF | 23 617 CHF | 97,69% | 97,69% |
11/11/2024 | 4,05% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 103 516 | 50 000 | 51 420 CHF | 25 877 CHF | 100,00% | 100,00% |
08/11/2024 | 4,66% | 0,44 CHF | 0,47 CHF | 120 000 | 50 000 | 119 050 | 50 000 | 52 414 CHF | 23 071 CHF | 96,30% | 96,30% |
07/11/2024 | 4,66% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 117 236 | 48 588 | 52 442 CHF | 22 790 CHF | 91,03% | 91,03% |