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 | 7,75% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 152 CHF | 8 808 CHF | 100,00% | 100,00% |
19/11/2024 | 8,10% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 779 CHF | 8 436 CHF | 99,66% | 99,66% |
18/11/2024 | 9,18% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 846 CHF | 7 503 CHF | 100,00% | 100,00% |
15/11/2024 | 9,79% | 0,14 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 399 CHF | 7 056 CHF | 100,00% | 100,00% |
14/11/2024 | 9,55% | 0,13 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 578 CHF | 7 235 CHF | 100,00% | 100,00% |
13/11/2024 | 9,12% | 0,14 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 844 CHF | 7 501 CHF | 100,00% | 100,00% |
12/11/2024 | 8,79% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 158 CHF | 7 815 CHF | 100,00% | 100,00% |
11/11/2024 | 7,92% | 0,14 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 919 CHF | 8 576 CHF | 100,00% | 100,00% |
08/11/2024 | 7,44% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 490 CHF | 9 147 CHF | 100,00% | 100,00% |
07/11/2024 | 7,50% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 449 CHF | 9 106 CHF | 100,00% | 100,00% |