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 | 6,40% | 0,16 CHF | 0,17 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 26 481 CHF | 28 231 CHF | 100,00% | 100,00% |
19/11/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 31 737 CHF | 33 737 CHF | 100,00% | 100,00% |
18/11/2024 | 6,61% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 29 268 CHF | 31 268 CHF | 100,00% | 100,00% |
15/11/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 27 358 CHF | 29 358 CHF | 100,00% | 100,00% |
14/11/2024 | 9,01% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 199 102 | 199 102 | 27 886 CHF | 30 536 CHF | 100,00% | 100,00% |
13/11/2024 | 6,67% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 199 544 | 199 544 | 28 951 CHF | 30 947 CHF | 100,00% | 100,00% |
12/11/2024 | 7,34% | 0,14 CHF | 0,15 CHF | 250 000 | 250 000 | 249 448 | 249 448 | 32 751 CHF | 35 245 CHF | 100,00% | 100,00% |
11/11/2024 | 8,06% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 23 838 CHF | 25 838 CHF | 100,00% | 100,00% |
08/11/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 199 537 | 199 537 | 27 835 CHF | 29 830 CHF | 100,00% | 100,00% |
07/11/2024 | 7,20% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 199 112 | 199 112 | 26 673 CHF | 28 664 CHF | 100,00% | 100,00% |