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 | 6,75% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 165 399 | 50 000 | 51 659 CHF | 16 728 CHF | 100,00% | 100,00% |
19/11/2024 | 6,68% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 170 091 | 50 000 | 52 129 CHF | 16 389 CHF | 100,00% | 100,00% |
18/11/2024 | 8,66% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 182 376 | 44 486 | 50 890 CHF | 13 513 CHF | 100,00% | 100,00% |
15/11/2024 | 7,72% | 0,28 CHF | 0,31 CHF | 180 000 | 50 000 | 179 819 | 50 000 | 51 051 CHF | 15 336 CHF | 100,00% | 100,00% |
14/11/2024 | 7,22% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 179 271 | 50 000 | 50 955 CHF | 15 282 CHF | 99,27% | 99,27% |
13/11/2024 | 7,70% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 193 459 | 49 435 | 51 506 CHF | 14 216 CHF | 99,40% | 99,40% |
12/11/2024 | 6,77% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 176 488 | 50 000 | 51 552 CHF | 15 638 CHF | 100,00% | 100,00% |
11/11/2024 | 7,17% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 180 604 | 50 000 | 51 062 CHF | 15 189 CHF | 100,00% | 100,00% |
08/11/2024 | 8,02% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 206 451 | 50 000 | 50 821 CHF | 13 369 CHF | 100,00% | 100,00% |
07/11/2024 | 8,88% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 207 683 | 48 722 | 50 290 CHF | 12 884 CHF | 98,89% | 98,89% |