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 | 5,82% | 0,28 CHF | 0,30 CHF | 180 700 | 75 000 | 169 027 | 75 000 | 48 863 CHF | 23 045 CHF | 60,85% | 60,85% |
19/11/2024 | 5,08% | 0,31 CHF | 0,32 CHF | 163 116 | 75 000 | 155 439 | 75 000 | 50 638 CHF | 25 748 CHF | 60,08% | 60,08% |
18/11/2024 | 5,46% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 120 932 | 44 487 | 47 257 CHF | 18 308 CHF | 100,00% | 100,00% |
15/11/2024 | 4,44% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 124 672 | 50 000 | 52 344 CHF | 22 007 CHF | 99,99% | 99,99% |
14/11/2024 | 3,41% | 0,53 CHF | 0,55 CHF | 100 000 | 50 000 | 90 329 | 50 000 | 52 791 CHF | 30 378 CHF | 99,52% | 99,52% |
13/11/2024 | 3,18% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 85 028 | 49 696 | 53 612 CHF | 32 458 CHF | 97,04% | 97,04% |
12/11/2024 | 2,65% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 585 CHF | 40 036 CHF | 100,00% | 100,00% |
11/11/2024 | 2,73% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 755 CHF | 40 194 CHF | 96,53% | 96,53% |
08/11/2024 | 2,80% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 75 688 | 50 000 | 53 681 CHF | 36 520 CHF | 92,92% | 92,92% |
07/11/2024 | 3,15% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 78 273 | 48 703 | 55 523 CHF | 35 652 CHF | 99,12% | 99,12% |