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 | 8,21% | 0,19 CHF | 0,20 CHF | 82 757 | 75 000 | 83 136 | 75 000 | 14 247 CHF | 13 951 CHF | 99,00% | 99,00% |
19/11/2024 | 8,26% | 0,17 CHF | 0,19 CHF | 82 807 | 75 000 | 82 439 | 75 000 | 15 526 CHF | 15 335 CHF | 100,00% | 100,00% |
18/11/2024 | 7,79% | 0,25 CHF | 0,26 CHF | 81 273 | 75 000 | 81 830 | 75 000 | 18 572 CHF | 18 404 CHF | 100,00% | 100,00% |
15/11/2024 | 9,78% | 0,28 CHF | 0,30 CHF | 80 781 | 75 000 | 57 045 | 54 325 | 14 567 CHF | 15 127 CHF | 100,00% | 100,00% |
14/11/2024 | 11,72% | 0,23 CHF | 0,26 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 7 914 CHF | 8 899 CHF | 99,22% | 99,22% |
13/11/2024 | 11,12% | 0,21 CHF | 0,24 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 8 095 CHF | 9 041 CHF | 99,36% | 99,36% |
12/11/2024 | 10,74% | 0,19 CHF | 0,21 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 8 672 CHF | 9 650 CHF | 100,00% | 100,00% |
11/11/2024 | 8,23% | 0,32 CHF | 0,35 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 11 576 CHF | 12 567 CHF | 100,00% | 100,00% |
08/11/2024 | 5,07% | 0,29 CHF | 0,31 CHF | 79 256 | 75 000 | 78 914 | 75 000 | 23 649 CHF | 23 648 CHF | 100,00% | 100,00% |
07/11/2024 | 4,41% | 0,38 CHF | 0,39 CHF | 77 063 | 75 000 | 77 240 | 72 396 | 29 395 CHF | 28 791 CHF | 98,73% | 98,73% |