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 | 6,92% | 0,14 CHF | 0,15 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 31 427 CHF | 33 677 CHF | 100,00% | 100,00% |
19/11/2024 | 6,38% | 0,13 CHF | 0,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 23 220 CHF | 24 720 CHF | 97,68% | 97,68% |
18/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 32 409 CHF | 34 159 CHF | 100,00% | 100,00% |
15/11/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 513 CHF | 30 013 CHF | 100,00% | 100,00% |
14/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 29 978 CHF | 31 478 CHF | 100,00% | 100,00% |
13/11/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 242 CHF | 29 742 CHF | 100,00% | 100,00% |
12/11/2024 | 4,41% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 27 728 CHF | 28 978 CHF | 100,00% | 100,00% |
11/11/2024 | 3,98% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 36 938 CHF | 38 438 CHF | 100,00% | 100,00% |
08/11/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 33 492 CHF | 34 992 CHF | 100,00% | 100,00% |
07/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 34 755 CHF | 36 255 CHF | 100,00% | 100,00% |