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 | 4,83% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 25 322 CHF | 26 572 CHF | 72,57% | 72,57% |
19/11/2024 | 4,67% | 0,19 CHF | 0,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 26 218 CHF | 27 468 CHF | 71,09% | 71,09% |
18/11/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 125 000 | 125 000 | 128 176 | 128 176 | 21 956 CHF | 23 238 CHF | 77,31% | 77,31% |
15/11/2024 | 6,75% | 0,15 CHF | 0,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 21 503 CHF | 23 003 CHF | 94,06% | 94,06% |
14/11/2024 | 5,70% | 0,14 CHF | 0,15 CHF | 150 000 | 150 000 | 136 109 | 136 107 | 23 342 CHF | 24 703 CHF | 70,77% | 70,77% |
13/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 125 000 | 125 000 | 127 254 | 127 253 | 23 837 CHF | 25 109 CHF | 93,16% | 93,16% |
12/11/2024 | 5,69% | 0,19 CHF | 0,20 CHF | 125 000 | 125 000 | 144 565 | 144 565 | 24 662 CHF | 26 107 CHF | 74,60% | 74,60% |
11/11/2024 | 8,94% | 0,13 CHF | 0,14 CHF | 150 000 | 150 000 | 174 554 | 174 554 | 18 710 CHF | 20 456 CHF | 92,25% | 92,25% |
08/11/2024 | 9,19% | 0,12 CHF | 0,13 CHF | 175 000 | 175 000 | 180 357 | 180 357 | 18 859 CHF | 20 662 CHF | 96,00% | 96,00% |
07/11/2024 | 17,90% | 0,06 CHF | 0,07 CHF | 275 000 | 275 000 | 302 396 | 285 190 | 15 431 CHF | 17 506 CHF | 99,90% | 99,90% |