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 | 6,56% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 355 710 | 355 710 | 52 489 CHF | 56 046 CHF | 99,39% | 99,39% |
19/11/2024 | 5,48% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 298 047 | 298 047 | 52 940 CHF | 55 921 CHF | 99,30% | 99,30% |
18/11/2024 | 6,69% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 363 365 | 363 365 | 52 522 CHF | 56 156 CHF | 99,31% | 99,31% |
15/11/2024 | 6,88% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 373 857 | 373 857 | 52 506 CHF | 56 245 CHF | 99,38% | 99,38% |
14/11/2024 | 6,53% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 353 456 | 353 456 | 52 386 CHF | 55 920 CHF | 99,35% | 99,35% |
13/11/2024 | 6,66% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 358 469 | 358 469 | 52 017 CHF | 55 602 CHF | 99,39% | 99,39% |
12/11/2024 | 8,22% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 442 521 | 442 520 | 51 652 CHF | 56 077 CHF | 99,05% | 99,05% |
11/11/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 451 132 | 451 133 | 51 853 CHF | 56 364 CHF | 99,28% | 99,28% |
08/11/2024 | 9,20% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 461 | 475 619 | 51 011 CHF | 54 300 CHF | 99,39% | 99,39% |
07/11/2024 | 13,42% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 725 977 | 376 211 | 50 528 CHF | 29 991 CHF | 99,25% | 99,25% |