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 | 6,44% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 37 571 CHF | 40 071 CHF | 100,00% | 100,00% |
19/11/2024 | - | 0,15 CHF | 0,18 CHF | 100 000 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
18/11/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 37 025 CHF | 39 525 CHF | 99,60% | 99,60% |
15/11/2024 | 5,92% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 32 845 CHF | 34 845 CHF | 100,00% | 100,00% |
14/11/2024 | 5,45% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 44 641 CHF | 47 141 CHF | 94,79% | 94,79% |
13/11/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 250 000 | 250 000 | 248 382 | 248 382 | 41 863 CHF | 44 347 CHF | 98,88% | 98,88% |
12/11/2024 | 5,17% | 0,18 CHF | 0,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 37 716 CHF | 39 716 CHF | 100,00% | 100,00% |
11/11/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 41 223 CHF | 43 223 CHF | 100,00% | 100,00% |
08/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 40 624 CHF | 42 624 CHF | 100,00% | 100,00% |
07/11/2024 | 4,63% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 194 805 | 194 805 | 41 482 CHF | 43 438 CHF | 99,06% | 99,06% |