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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,90% | 0,21 CHF | 0,22 CHF | 136 974 | 75 000 | 136 886 | 75 000 | 27 350 CHF | 15 737 CHF | 100,00% | 100,00% |
20/11/2024 | 4,33% | 0,21 CHF | 0,22 CHF | 135 558 | 75 000 | 135 000 | 75 000 | 30 696 CHF | 17 811 CHF | 100,00% | 100,00% |
19/11/2024 | 7,24% | 0,14 CHF | 0,15 CHF | 138 445 | 75 000 | 134 183 | 73 427 | 18 466 CHF | 10 896 CHF | 98,34% | 100,00% |
18/11/2024 | 5,45% | 0,15 CHF | 0,16 CHF | 138 451 | 75 000 | 137 080 | 75 000 | 25 332 CHF | 14 638 CHF | 100,00% | 100,00% |
15/11/2024 | 5,15% | 0,22 CHF | 0,23 CHF | 135 905 | 75 000 | 137 038 | 75 000 | 26 579 CHF | 15 317 CHF | 100,00% | 100,00% |
14/11/2024 | 6,19% | 0,17 CHF | 0,18 CHF | 138 041 | 75 000 | 138 651 | 75 000 | 21 936 CHF | 12 621 CHF | 94,35% | 99,52% |
13/11/2024 | - | 0,06 CHF | - CHF | 142 156 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,32% |
12/11/2024 | 7,62% | 0,06 CHF | 0,12 CHF | 141 727 | 75 000 | 138 945 | 75 000 | 17 579 CHF | 10 240 CHF | 85,69% | 100,00% |
11/11/2024 | 6,62% | 0,16 CHF | 0,17 CHF | 137 033 | 75 000 | 137 693 | 75 000 | 20 183 CHF | 11 746 CHF | 100,00% | 100,00% |