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 | 6,65% | 0,14 CHF | 0,15 CHF | 320 000 | 320 000 | 309 917 | 309 917 | 45 963 CHF | 49 065 CHF | 100,00% | 100,00% |
19/11/2024 | 7,21% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 296 229 | 296 229 | 40 438 CHF | 43 403 CHF | 100,00% | 100,00% |
18/11/2024 | 5,90% | 0,17 CHF | 0,18 CHF | 280 000 | 280 000 | 277 188 | 277 188 | 46 595 CHF | 49 370 CHF | 100,00% | 100,00% |
15/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 310 000 | 310 000 | 307 835 | 307 835 | 52 594 CHF | 55 676 CHF | 99,89% | 99,89% |
14/11/2024 | 6,92% | 0,15 CHF | 0,16 CHF | 340 000 | 340 000 | 336 554 | 336 554 | 47 893 CHF | 51 262 CHF | 99,13% | 99,13% |
13/11/2024 | 6,61% | 0,14 CHF | 0,15 CHF | 340 000 | 340 000 | 326 062 | 326 062 | 48 712 CHF | 51 977 CHF | 100,00% | 100,00% |
12/11/2024 | 5,90% | 0,14 CHF | 0,15 CHF | 290 000 | 290 000 | 269 738 | 269 738 | 45 298 CHF | 47 998 CHF | 100,00% | 100,00% |
11/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 280 000 | 280 000 | 277 183 | 277 183 | 65 429 CHF | 68 204 CHF | 100,00% | 100,00% |
08/11/2024 | 4,90% | 0,19 CHF | 0,20 CHF | 260 000 | 260 000 | 257 328 | 257 328 | 52 512 CHF | 55 088 CHF | 98,77% | 98,77% |
07/11/2024 | 3,66% | 0,30 CHF | 0,31 CHF | 280 000 | 280 000 | 277 165 | 277 165 | 76 243 CHF | 79 018 CHF | 99,93% | 99,93% |