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 | 47,17% | 0,06 CHF | 0,09 CHF | 188 320 | 75 000 | 195 550 | 75 000 | 9 943 CHF | 6 177 CHF | 99,00% | 99,00% |
19/11/2024 | 19,69% | 0,06 CHF | 0,08 CHF | 187 053 | 75 000 | 182 426 | 75 000 | 12 679 CHF | 6 383 CHF | 97,58% | 97,58% |
18/11/2024 | 18,32% | 0,11 CHF | 0,13 CHF | 150 841 | 75 000 | 157 229 | 63 971 | 15 447 CHF | 7 405 CHF | 100,00% | 100,00% |
15/11/2024 | 18,65% | 0,13 CHF | 0,15 CHF | 139 723 | 75 000 | 84 511 | 54 325 | 10 023 CHF | 7 493 CHF | 100,00% | 100,00% |
14/11/2024 | 24,50% | 0,10 CHF | 0,13 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 3 453 CHF | 4 415 CHF | 99,22% | 99,22% |
13/11/2024 | 23,36% | 0,10 CHF | 0,12 CHF | 37 500 | 37 500 | 37 079 | 37 079 | 3 633 CHF | 4 583 CHF | 99,36% | 99,36% |
12/11/2024 | 23,26% | 0,08 CHF | 0,11 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 3 939 CHF | 4 971 CHF | 100,00% | 100,00% |
11/11/2024 | 16,94% | 0,16 CHF | 0,19 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 5 722 CHF | 6 779 CHF | 100,00% | 100,00% |
08/11/2024 | 10,81% | 0,14 CHF | 0,16 CHF | 131 800 | 75 000 | 129 685 | 75 000 | 19 538 CHF | 12 616 CHF | 100,00% | 100,00% |
07/11/2024 | 7,26% | 0,20 CHF | 0,22 CHF | 109 122 | 75 000 | 110 180 | 71 924 | 23 501 CHF | 16 433 CHF | 83,59% | 83,59% |