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 | 15,94% | 0,05 CHF | 0,06 CHF | 160 000 | 160 000 | 152 218 | 152 218 | 8 832 CHF | 10 354 CHF | 99,43% | 99,43% |
19/11/2024 | 24,40% | 0,04 CHF | 0,05 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 5 787 CHF | 7 387 CHF | 100,00% | 100,00% |
18/11/2024 | 16,11% | 0,05 CHF | 0,06 CHF | 160 000 | 160 000 | 151 477 | 151 477 | 8 725 CHF | 10 240 CHF | 99,87% | 99,87% |
15/11/2024 | 14,66% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 505 CHF | 11 005 CHF | 100,00% | 100,00% |
14/11/2024 | 14,84% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 9 374 CHF | 10 874 CHF | 98,68% | 98,68% |
13/11/2024 | 15,59% | 0,06 CHF | 0,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 8 885 CHF | 10 385 CHF | 100,00% | 100,00% |
12/11/2024 | 12,73% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 11 060 CHF | 12 560 CHF | 99,88% | 99,88% |
11/11/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 14 845 CHF | 16 345 CHF | 100,00% | 100,00% |
08/11/2024 | 10,00% | 0,10 CHF | 0,11 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 13 309 CHF | 14 709 CHF | 98,31% | 98,31% |
07/11/2024 | 8,25% | 0,11 CHF | 0,12 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 16 274 CHF | 17 674 CHF | 100,00% | 100,00% |