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 | 10,12% | 0,16 CHF | 0,17 CHF | 132 000 | 132 000 | 58 801 | 58 801 | 9 289 CHF | 10 116 CHF | 99,38% | 99,38% |
19/11/2024 | 5,03% | 0,19 CHF | 0,20 CHF | 134 000 | 134 000 | 111 607 | 111 607 | 21 583 CHF | 22 699 CHF | 12,75% | 12,75% |
18/11/2024 | 7,15% | 0,18 CHF | 0,19 CHF | 98 000 | 98 000 | 44 087 | 44 087 | 7 741 CHF | 8 248 CHF | 99,75% | 99,75% |
15/11/2024 | 6,05% | 0,17 CHF | 0,18 CHF | 98 000 | 98 000 | 44 050 | 44 050 | 8 710 CHF | 9 218 CHF | 99,72% | 99,72% |
14/11/2024 | 7,89% | 0,16 CHF | 0,17 CHF | 98 000 | 98 000 | 44 207 | 44 207 | 7 071 CHF | 7 581 CHF | 98,55% | 98,55% |
13/11/2024 | 7,70% | 0,14 CHF | 0,16 CHF | 98 000 | 98 000 | 44 143 | 44 143 | 6 901 CHF | 7 409 CHF | 100,00% | 100,00% |
12/11/2024 | 9,50% | 0,13 CHF | 0,14 CHF | 98 000 | 98 000 | 44 181 | 44 181 | 5 690 CHF | 6 199 CHF | 99,88% | 99,88% |
11/11/2024 | 8,97% | 0,12 CHF | 0,13 CHF | 98 000 | 98 000 | 44 109 | 44 109 | 5 737 CHF | 6 245 CHF | 99,90% | 99,90% |
08/11/2024 | 6,55% | 0,16 CHF | 0,17 CHF | 100 000 | 100 000 | 45 119 | 45 119 | 8 226 CHF | 8 745 CHF | 99,04% | 99,04% |
07/11/2024 | 7,87% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 44 549 | 44 549 | 7 472 CHF | 7 984 CHF | 100,00% | 100,00% |