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 | 3,61% | 0,83 CHF | 0,86 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 31 918 CHF | 33 090 CHF | 100,00% | 100,00% |
19/11/2024 | 3,84% | 0,79 CHF | 0,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 641 CHF | 20 410 CHF | 99,99% | 99,99% |
18/11/2024 | 4,03% | 0,81 CHF | 0,84 CHF | 37 500 | 37 500 | 31 986 | 31 986 | 25 623 CHF | 26 639 CHF | 100,00% | 100,00% |
15/11/2024 | 4,10% | 0,77 CHF | 0,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 300 CHF | 19 066 CHF | 99,90% | 99,90% |
14/11/2024 | 4,10% | 0,81 CHF | 0,84 CHF | 25 000 | 25 000 | 25 036 | 25 017 | 18 449 CHF | 19 206 CHF | 97,31% | 97,31% |
13/11/2024 | 3,66% | 0,82 CHF | 0,85 CHF | 37 500 | 37 500 | 37 076 | 37 076 | 30 407 CHF | 31 537 CHF | 98,65% | 98,65% |
12/11/2024 | 3,85% | 0,74 CHF | 0,77 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 803 CHF | 20 578 CHF | 96,80% | 96,80% |
11/11/2024 | 3,44% | 0,87 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 019 CHF | 22 790 CHF | 99,56% | 99,56% |
08/11/2024 | 3,55% | 0,87 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 630 CHF | 22 412 CHF | 99,41% | 99,41% |
07/11/2024 | 3,32% | 0,90 CHF | 0,93 CHF | 25 000 | 25 000 | 26 633 | 25 958 | 24 635 CHF | 24 763 CHF | 97,38% | 97,39% |