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 | 6,12% | 0,15 CHF | 0,16 CHF | 339 334 | 75 000 | 321 975 | 75 000 | 51 027 CHF | 12 666 CHF | 91,67% | 91,67% |
19/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 418 545 | 75 000 | 378 075 | 73 453 | 46 814 CHF | 9 886 CHF | 100,00% | 100,00% |
18/11/2024 | 7,69% | 0,13 CHF | 0,14 CHF | 396 100 | 75 000 | 343 259 | 53 649 | 49 994 CHF | 8 162 CHF | 51,65% | 51,65% |
15/11/2024 | 6,93% | 0,16 CHF | 0,17 CHF | 339 907 | 75 000 | 360 106 | 75 000 | 50 271 CHF | 11 359 CHF | 19,03% | 19,03% |
14/11/2024 | 7,76% | 0,14 CHF | 0,15 CHF | 374 323 | 75 000 | 396 846 | 75 000 | 49 247 CHF | 10 109 CHF | 30,42% | 30,42% |
13/11/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 464 461 | 75 000 | 473 459 | 74 146 | 47 339 CHF | 8 155 CHF | 99,32% | 99,32% |
12/11/2024 | 8,10% | 0,10 CHF | 0,11 CHF | 443 765 | 75 000 | 417 488 | 75 000 | 49 478 CHF | 9 639 CHF | 100,00% | 100,00% |
11/11/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 373 338 | 75 000 | 386 215 | 75 000 | 49 862 CHF | 10 434 CHF | 15,88% | 15,88% |
08/11/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 417 862 | 75 000 | 419 450 | 75 000 | 50 160 CHF | 9 718 CHF | 100,00% | 100,00% |
07/11/2024 | 7,53% | 0,13 CHF | 0,14 CHF | 372 001 | 75 000 | 382 812 | 73 067 | 50 258 CHF | 10 391 CHF | 62,25% | 62,25% |