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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6,60% | 0,15 CHF | 0,16 CHF | 304 097 | 75 000 | 302 139 | 75 000 | 44 342 CHF | 11 756 CHF | 100,00% | 100,00% |
22/11/2024 | 7,37% | 0,14 CHF | 0,15 CHF | 318 710 | 75 000 | 331 638 | 75 000 | 43 387 CHF | 10 565 CHF | 100,00% | 100,00% |
20/11/2024 | 6,76% | 0,13 CHF | 0,14 CHF | 315 645 | 75 000 | 301 314 | 75 000 | 43 119 CHF | 11 489 CHF | 100,00% | 100,00% |
19/11/2024 | 7,52% | 0,13 CHF | 0,14 CHF | 311 477 | 75 000 | 328 213 | 75 000 | 42 047 CHF | 10 364 CHF | 100,00% | 100,00% |
18/11/2024 | 7,78% | 0,14 CHF | 0,15 CHF | 323 320 | 75 000 | 320 829 | 63 973 | 44 039 CHF | 9 412 CHF | 100,00% | 100,00% |
15/11/2024 | 6,97% | 0,15 CHF | 0,16 CHF | 315 067 | 75 000 | 332 527 | 75 000 | 46 090 CHF | 11 172 CHF | 100,00% | 100,00% |
14/11/2024 | 7,58% | 0,13 CHF | 0,14 CHF | 328 551 | 75 000 | 346 739 | 75 000 | 44 018 CHF | 10 284 CHF | 99,52% | 99,52% |
13/11/2024 | 8,06% | 0,11 CHF | 0,12 CHF | 369 350 | 75 000 | 351 211 | 74 138 | 42 350 CHF | 9 715 CHF | 98,35% | 98,35% |
12/11/2024 | 6,49% | 0,14 CHF | 0,15 CHF | 308 149 | 75 000 | 300 790 | 75 000 | 44 903 CHF | 11 950 CHF | 99,90% | 99,90% |
11/11/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 264 256 | 75 000 | 272 224 | 75 000 | 48 861 CHF | 14 211 CHF | 31,96% | 31,96% |