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 | 5,57% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 299 077 | 299 077 | 52 234 CHF | 55 225 CHF | 100,00% | 100,00% |
19/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 322 584 | 322 585 | 51 818 CHF | 55 044 CHF | 99,90% | 99,90% |
18/11/2024 | 6,55% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 355 384 | 355 384 | 52 522 CHF | 56 076 CHF | 99,91% | 99,91% |
15/11/2024 | 7,14% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 386 716 | 386 716 | 52 281 CHF | 56 148 CHF | 100,00% | 100,00% |
14/11/2024 | 6,76% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 364 813 | 364 813 | 52 138 CHF | 55 786 CHF | 100,00% | 100,00% |
13/11/2024 | 5,52% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 839 CHF | 55 839 CHF | 100,00% | 100,00% |
12/11/2024 | 6,27% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 338 522 | 338 522 | 52 279 CHF | 55 665 CHF | 99,71% | 99,71% |
11/11/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 769 | 377 769 | 52 531 CHF | 56 308 CHF | 99,87% | 99,87% |
08/11/2024 | 6,57% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 355 237 | 355 237 | 52 355 CHF | 55 907 CHF | 100,00% | 100,00% |
07/11/2024 | 6,62% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 359 377 | 359 377 | 52 469 CHF | 56 063 CHF | 99,91% | 99,91% |