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 | 7,62% | 0,11 CHF | 0,12 CHF | 201 617 | 50 000 | 200 158 | 50 000 | 25 478 CHF | 6 867 CHF | 100,00% | 100,00% |
19/11/2024 | 8,00% | 0,14 CHF | 0,15 CHF | 198 961 | 50 000 | 200 659 | 50 000 | 24 264 CHF | 6 549 CHF | 100,00% | 100,00% |
18/11/2024 | 5,94% | 0,15 CHF | 0,16 CHF | 198 119 | 50 000 | 197 332 | 50 000 | 32 353 CHF | 8 700 CHF | 100,00% | 100,00% |
15/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 194 697 | 50 000 | 194 425 | 50 000 | 39 852 CHF | 10 750 CHF | 100,00% | 100,00% |
14/11/2024 | 5,93% | 0,21 CHF | 0,22 CHF | 194 264 | 50 000 | 197 902 | 50 000 | 33 159 CHF | 8 893 CHF | 99,44% | 99,44% |
13/11/2024 | 6,46% | 0,14 CHF | 0,15 CHF | 199 458 | 50 000 | 197 965 | 49 518 | 29 795 CHF | 7 951 CHF | 98,88% | 98,88% |
12/11/2024 | 5,59% | 0,15 CHF | 0,16 CHF | 197 625 | 50 000 | 195 825 | 50 000 | 34 131 CHF | 9 216 CHF | 100,00% | 100,00% |
11/11/2024 | 3,81% | 0,23 CHF | 0,24 CHF | 190 415 | 50 000 | 187 902 | 50 000 | 48 454 CHF | 13 398 CHF | 74,01% | 74,01% |
08/11/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 187 467 | 25 000 | 179 570 | 25 000 | 49 617 CHF | 7 186 CHF | 42,28% | 42,28% |
07/11/2024 | 2,54% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 132 414 | 24 740 | 51 787 CHF | 9 931 CHF | 99,06% | 99,06% |