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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 7,15% | 0,12 CHF | 0,13 CHF | 136 838 | 75 000 | 137 045 | 75 000 | 18 596 CHF | 10 925 CHF | 83,53% | 100,00% |
20/11/2024 | 7,46% | 0,12 CHF | 0,13 CHF | 135 812 | 75 000 | 135 897 | 75 000 | 17 644 CHF | 10 486 CHF | 29,29% | 100,00% |
19/11/2024 | 5,24% | 0,20 CHF | 0,21 CHF | 138 663 | 75 000 | 134 302 | 73 453 | 26 540 CHF | 15 214 CHF | 100,00% | 100,00% |
18/11/2024 | 5,87% | 0,19 CHF | 0,20 CHF | 138 359 | 75 000 | 137 768 | 75 000 | 23 301 CHF | 13 422 CHF | 75,95% | 100,00% |
15/11/2024 | 6,17% | 0,12 CHF | 0,13 CHF | 135 880 | 75 000 | 137 648 | 75 000 | 22 082 CHF | 12 769 CHF | 66,19% | 100,00% |
14/11/2024 | 5,39% | 0,17 CHF | 0,18 CHF | 138 241 | 75 000 | 138 730 | 75 000 | 25 287 CHF | 14 413 CHF | 99,52% | 99,52% |
13/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 141 927 | 75 000 | 141 960 | 74 146 | 39 308 CHF | 21 279 CHF | 99,32% | 99,32% |
12/11/2024 | 4,49% | 0,28 CHF | 0,29 CHF | 141 727 | 75 000 | 139 145 | 75 000 | 30 416 CHF | 17 140 CHF | 100,00% | 100,00% |
11/11/2024 | 5,05% | 0,18 CHF | 0,19 CHF | 137 033 | 75 000 | 137 693 | 75 000 | 26 632 CHF | 15 255 CHF | 100,00% | 100,00% |
08/11/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 138 220 | 75 000 | 137 809 | 75 000 | 30 627 CHF | 17 418 CHF | 100,00% | 100,00% |