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 | 6,87% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 372 932 | 372 932 | 52 420 CHF | 56 149 CHF | 99,39% | 99,39% |
19/11/2024 | 6,81% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 369 811 | 369 811 | 52 445 CHF | 56 143 CHF | 95,77% | 95,77% |
18/11/2024 | 7,54% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 404 699 | 404 699 | 51 707 CHF | 55 754 CHF | 99,26% | 99,26% |
15/11/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 430 160 | 430 160 | 51 047 CHF | 55 349 CHF | 99,38% | 99,38% |
14/11/2024 | 10,90% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 583 393 | 372 983 | 50 627 CHF | 37 728 CHF | 99,35% | 99,35% |
13/11/2024 | 12,36% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 662 631 | 344 672 | 50 270 CHF | 29 600 CHF | 99,37% | 99,37% |
12/11/2024 | 14,16% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 750 605 | 387 572 | 49 428 CHF | 29 406 CHF | 99,08% | 99,08% |