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 | 7,98% | 0,21 CHF | 0,23 CHF | 173 431 | 75 000 | 174 460 | 75 000 | 37 303 CHF | 17 420 CHF | 100,00% | 100,00% |
19/11/2024 | 7,02% | 0,23 CHF | 0,25 CHF | 167 035 | 75 000 | 155 737 | 75 000 | 39 689 CHF | 20 553 CHF | 100,00% | 100,00% |
18/11/2024 | 7,16% | 0,29 CHF | 0,31 CHF | 143 648 | 50 000 | 139 925 | 43 766 | 44 686 CHF | 14 867 CHF | 88,43% | 88,43% |
15/11/2024 | 5,27% | 0,35 CHF | 0,37 CHF | 137 534 | 50 000 | 137 952 | 50 000 | 48 067 CHF | 18 420 CHF | 51,48% | 51,48% |
14/11/2024 | 3,88% | 0,46 CHF | 0,48 CHF | 119 005 | 50 000 | 101 465 | 50 000 | 52 761 CHF | 27 201 CHF | 89,22% | 89,22% |
13/11/2024 | 3,59% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 93 502 | 49 696 | 52 741 CHF | 29 214 CHF | 97,02% | 97,02% |
12/11/2024 | 2,81% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 74 333 | 50 000 | 53 508 CHF | 37 063 CHF | 100,00% | 100,00% |
11/11/2024 | 2,89% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 73 384 | 50 000 | 52 896 CHF | 37 141 CHF | 96,53% | 96,53% |
08/11/2024 | 3,04% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 81 503 | 50 000 | 52 762 CHF | 33 394 CHF | 92,92% | 92,92% |
07/11/2024 | 3,26% | 0,65 CHF | 0,67 CHF | 80 000 | 50 000 | 80 020 | 48 703 | 51 710 CHF | 32 499 CHF | 99,12% | 99,12% |