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 | 5,18% | 0,19 CHF | 0,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 42 335 CHF | 14 862 CHF | 99,38% | 99,38% |
19/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 225 000 | 75 000 | 225 403 | 75 135 | 40 057 CHF | 14 104 CHF | 99,38% | 99,38% |
18/11/2024 | 5,16% | 0,21 CHF | 0,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 42 572 CHF | 14 941 CHF | 99,25% | 99,25% |
15/11/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 225 000 | 75 000 | 230 768 | 76 923 | 36 121 CHF | 12 810 CHF | 99,38% | 99,38% |
14/11/2024 | 7,29% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 282 624 | 94 208 | 37 447 CHF | 13 425 CHF | 99,37% | 99,37% |
13/11/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 33 681 CHF | 12 227 CHF | 99,37% | 99,37% |
12/11/2024 | 7,08% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 40 929 CHF | 14 643 CHF | 99,38% | 99,38% |
11/11/2024 | 6,48% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 298 884 | 99 628 | 44 652 CHF | 15 880 CHF | 99,38% | 99,38% |
08/11/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 225 000 | 75 000 | 240 679 | 80 226 | 41 231 CHF | 14 546 CHF | 99,38% | 99,38% |
07/11/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 297 945 | 99 315 | 50 877 CHF | 17 952 CHF | 98,38% | 98,38% |