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 | 11,58% | 0,08 CHF | 0,09 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 17 932 CHF | 20 132 CHF | 100,00% | 100,00% |
19/11/2024 | 9,45% | 0,09 CHF | 0,10 CHF | 190 000 | 190 000 | 183 757 | 183 757 | 18 663 CHF | 20 500 CHF | 99,85% | 99,85% |
18/11/2024 | 10,86% | 0,12 CHF | 0,13 CHF | 210 000 | 210 000 | 218 433 | 218 433 | 19 469 CHF | 21 653 CHF | 99,95% | 99,95% |
15/11/2024 | 10,88% | 0,08 CHF | 0,09 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 16 622 CHF | 18 522 CHF | 99,99% | 99,99% |
14/11/2024 | 9,27% | 0,12 CHF | 0,13 CHF | 160 000 | 160 000 | 166 944 | 166 944 | 17 251 CHF | 18 921 CHF | 99,94% | 99,94% |
13/11/2024 | 12,00% | 0,14 CHF | 0,15 CHF | 170 000 | 170 000 | 174 820 | 174 820 | 14 443 CHF | 16 192 CHF | 99,11% | 99,11% |
12/11/2024 | 3,60% | 0,17 CHF | 0,18 CHF | 130 000 | 130 000 | 120 042 | 120 042 | 33 057 CHF | 34 259 CHF | 97,64% | 97,64% |
11/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 120 000 | 120 000 | 119 962 | 119 962 | 39 713 CHF | 40 913 CHF | 99,22% | 99,22% |
08/11/2024 | 3,46% | 0,30 CHF | 0,31 CHF | 120 000 | 120 000 | 127 773 | 127 773 | 36 294 CHF | 37 572 CHF | 98,72% | 98,72% |
07/11/2024 | 3,27% | 0,28 CHF | 0,30 CHF | 140 000 | 140 000 | 131 241 | 131 241 | 39 502 CHF | 40 814 CHF | 99,83% | 99,83% |