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 | 11,64% | 0,14 CHF | 0,15 CHF | 221 693 | 75 000 | 228 475 | 75 000 | 30 207 CHF | 11 145 CHF | 99,00% | 99,00% |
19/11/2024 | 12,23% | 0,13 CHF | 0,15 CHF | 224 782 | 75 000 | 221 130 | 75 000 | 30 609 CHF | 11 740 CHF | 100,00% | 100,00% |
18/11/2024 | 13,79% | 0,15 CHF | 0,17 CHF | 208 352 | 75 000 | 208 370 | 63 971 | 30 007 CHF | 10 471 CHF | 100,00% | 100,00% |
15/11/2024 | 14,13% | 0,17 CHF | 0,18 CHF | 193 811 | 75 000 | 108 583 | 54 325 | 17 329 CHF | 9 655 CHF | 100,00% | 100,00% |
14/11/2024 | 17,40% | 0,15 CHF | 0,17 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 5 160 CHF | 6 143 CHF | 99,22% | 99,22% |
13/11/2024 | 16,50% | 0,14 CHF | 0,17 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 5 259 CHF | 6 198 CHF | 99,36% | 99,36% |
12/11/2024 | 16,83% | 0,13 CHF | 0,16 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 5 493 CHF | 6 501 CHF | 100,00% | 100,00% |
11/11/2024 | 13,64% | 0,19 CHF | 0,21 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 6 792 CHF | 7 787 CHF | 100,00% | 100,00% |
08/11/2024 | 8,76% | 0,18 CHF | 0,19 CHF | 183 089 | 75 000 | 180 534 | 75 000 | 32 517 CHF | 14 761 CHF | 100,00% | 100,00% |
07/11/2024 | 7,67% | 0,22 CHF | 0,23 CHF | 157 918 | 75 000 | 158 497 | 72 396 | 35 117 CHF | 17 296 CHF | 98,73% | 98,73% |