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 | 5,02% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 265 877 | 265 877 | 51 616 CHF | 54 275 CHF | 100,00% | 100,00% |
19/11/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 759 | 253 760 | 52 123 CHF | 54 661 CHF | 99,89% | 99,89% |
18/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 291 916 | 291 916 | 52 760 CHF | 55 679 CHF | 99,91% | 99,91% |
15/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 307 960 | 307 960 | 51 766 CHF | 54 845 CHF | 100,00% | 100,00% |
14/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 341 653 | 341 653 | 52 308 CHF | 55 724 CHF | 100,00% | 100,00% |
13/11/2024 | 5,89% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 316 929 | 316 929 | 52 204 CHF | 55 374 CHF | 100,00% | 100,00% |
12/11/2024 | 6,82% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 371 663 | 371 663 | 52 685 CHF | 56 402 CHF | 99,71% | 99,71% |
11/11/2024 | 8,26% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 441 252 | 441 252 | 51 214 CHF | 55 627 CHF | 99,85% | 99,85% |
08/11/2024 | 8,13% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 436 594 | 431 159 | 51 511 CHF | 55 252 CHF | 100,00% | 100,00% |
07/11/2024 | 9,81% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 527 356 | 410 598 | 51 117 CHF | 44 576 CHF | 99,91% | 99,91% |