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 | 8,56% | 0,53 CHF | 0,58 CHF | 100 000 | 50 000 | 90 815 | 50 000 | 53 583 CHF | 32 160 CHF | 100,00% | 100,00% |
19/11/2024 | 5,32% | 0,56 CHF | 0,59 CHF | 90 000 | 50 000 | 90 187 | 50 000 | 52 721 CHF | 30 834 CHF | 100,00% | 100,00% |
18/11/2024 | 6,62% | 0,51 CHF | 0,54 CHF | 100 000 | 50 000 | 101 311 | 46 882 | 51 161 CHF | 25 307 CHF | 89,05% | 89,05% |
15/11/2024 | 5,95% | 0,51 CHF | 0,54 CHF | 100 000 | 50 000 | 100 185 | 50 000 | 51 071 CHF | 27 052 CHF | 100,00% | 100,00% |
14/11/2024 | 5,95% | 0,51 CHF | 0,55 CHF | 100 000 | 50 000 | 100 589 | 50 000 | 51 059 CHF | 26 942 CHF | 96,31% | 96,31% |
13/11/2024 | 6,74% | 0,49 CHF | 0,52 CHF | 110 000 | 50 000 | 110 814 | 49 234 | 51 626 CHF | 24 533 CHF | 73,30% | 73,30% |
12/11/2024 | 5,88% | 0,51 CHF | 0,54 CHF | 100 000 | 50 000 | 100 355 | 50 000 | 51 622 CHF | 27 281 CHF | 100,00% | 100,00% |
11/11/2024 | 6,25% | 0,49 CHF | 0,52 CHF | 110 000 | 50 000 | 109 864 | 50 000 | 52 748 CHF | 25 555 CHF | 100,00% | 100,00% |
08/11/2024 | 6,52% | 0,46 CHF | 0,49 CHF | 116 566 | 50 000 | 123 462 | 50 000 | 48 290 CHF | 20 908 CHF | 67,18% | 67,18% |
07/11/2024 | 7,53% | 0,37 CHF | 0,40 CHF | 125 660 | 50 000 | 123 516 | 48 687 | 48 965 CHF | 20 794 CHF | 96,26% | 96,26% |