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 | 6,28% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 111 CHF | 10 768 CHF | 100,00% | 100,00% |
19/11/2024 | 6,08% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 458 CHF | 11 114 CHF | 99,93% | 99,93% |
18/11/2024 | 5,54% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 494 CHF | 12 151 CHF | 100,00% | 100,00% |
15/11/2024 | 4,59% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 046 CHF | 12 612 CHF | 100,00% | 100,00% |
14/11/2024 | 4,51% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 860 CHF | 12 407 CHF | 100,00% | 100,00% |
13/11/2024 | 5,55% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 520 CHF | 12 177 CHF | 100,00% | 100,00% |
12/11/2024 | 5,69% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 184 CHF | 11 841 CHF | 100,00% | 100,00% |
11/11/2024 | 6,14% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 422 CHF | 11 079 CHF | 100,00% | 100,00% |
08/11/2024 | 6,51% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 754 CHF | 10 411 CHF | 100,00% | 100,00% |
07/11/2024 | 6,44% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 835 CHF | 10 492 CHF | 100,00% | 100,00% |