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 | 5,62% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 919 CHF | 54 919 CHF | 100,00% | 100,00% |
19/11/2024 | 4,94% | 0,21 CHF | 0,22 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 59 299 CHF | 62 299 CHF | 99,65% | 99,65% |
18/11/2024 | 6,03% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 48 364 CHF | 51 364 CHF | 100,00% | 100,00% |
15/11/2024 | 6,36% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 45 784 CHF | 48 784 CHF | 98,67% | 98,67% |
14/11/2024 | 6,58% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 44 252 CHF | 47 252 CHF | 99,79% | 99,79% |
13/11/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 61 837 CHF | 64 837 CHF | 99,95% | 99,95% |
12/11/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 65 923 CHF | 68 923 CHF | 100,00% | 100,00% |
11/11/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 72 890 CHF | 75 890 CHF | 100,00% | 100,00% |
08/11/2024 | 3,08% | 0,30 CHF | 0,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 95 896 CHF | 98 896 CHF | 100,00% | 100,00% |
07/11/2024 | 3,35% | 0,32 CHF | 0,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 88 306 CHF | 91 306 CHF | 100,00% | 100,00% |