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 | 4,87% | 0,32 CHF | 0,34 CHF | 118 790 | 75 000 | 121 575 | 75 000 | 37 558 CHF | 24 337 CHF | 99,00% | 99,00% |
19/11/2024 | 5,61% | 0,31 CHF | 0,33 CHF | 118 683 | 75 000 | 118 749 | 75 000 | 38 030 CHF | 25 418 CHF | 99,95% | 99,95% |
18/11/2024 | 5,57% | 0,37 CHF | 0,38 CHF | 112 181 | 75 000 | 114 290 | 63 971 | 40 313 CHF | 23 697 CHF | 100,00% | 100,00% |
15/11/2024 | 5,35% | 0,39 CHF | 0,41 CHF | 109 339 | 75 000 | 70 078 | 54 325 | 26 480 CHF | 21 424 CHF | 100,00% | 100,00% |
14/11/2024 | 7,38% | 0,36 CHF | 0,38 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 12 847 CHF | 13 832 CHF | 99,22% | 99,22% |
13/11/2024 | 7,22% | 0,34 CHF | 0,37 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 12 906 CHF | 13 866 CHF | 99,36% | 99,36% |
12/11/2024 | 7,09% | 0,33 CHF | 0,35 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 13 425 CHF | 14 408 CHF | 100,00% | 100,00% |
11/11/2024 | 6,59% | 0,43 CHF | 0,45 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 15 560 CHF | 16 620 CHF | 100,00% | 100,00% |
08/11/2024 | 4,06% | 0,40 CHF | 0,42 CHF | 105 878 | 75 000 | 105 086 | 75 000 | 43 104 CHF | 32 051 CHF | 100,00% | 100,00% |
07/11/2024 | 3,26% | 0,47 CHF | 0,49 CHF | 97 048 | 75 000 | 97 860 | 71 924 | 47 047 CHF | 35 686 CHF | 83,59% | 83,59% |