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 | 4,43% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 242 165 | 242 165 | 53 432 CHF | 55 854 CHF | 100,00% | 100,00% |
19/11/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 203 112 | 203 112 | 51 324 CHF | 53 355 CHF | 99,87% | 99,87% |
18/11/2024 | 4,14% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 226 108 | 226 108 | 53 489 CHF | 55 751 CHF | 99,90% | 99,90% |
15/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 231 029 | 231 029 | 52 822 CHF | 55 132 CHF | 100,00% | 100,00% |
14/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 439 | 249 439 | 52 722 CHF | 55 217 CHF | 100,00% | 100,00% |
13/11/2024 | 4,45% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 241 228 | 241 228 | 53 055 CHF | 55 467 CHF | 100,00% | 100,00% |
12/11/2024 | 6,35% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 348 076 | 348 076 | 53 122 CHF | 56 603 CHF | 99,67% | 99,67% |
11/11/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 846 | 373 846 | 52 505 CHF | 56 243 CHF | 99,88% | 99,88% |
08/11/2024 | 5,52% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 299 782 | 299 782 | 52 872 CHF | 55 870 CHF | 100,00% | 100,00% |
07/11/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 334 196 | 334 196 | 52 348 CHF | 55 690 CHF | 99,89% | 99,89% |