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 | 6,36% | 0,15 CHF | 0,16 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 19 058 CHF | 20 308 CHF | 100,00% | 100,00% |
19/11/2024 | 6,68% | 0,16 CHF | 0,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 14 523 CHF | 15 523 CHF | 100,00% | 100,00% |
18/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 662 CHF | 19 662 CHF | 100,00% | 100,00% |
15/11/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 19 800 CHF | 20 800 CHF | 100,00% | 100,00% |
14/11/2024 | 5,04% | 0,20 CHF | 0,21 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 24 202 CHF | 25 452 CHF | 100,00% | 100,00% |
13/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 21 086 CHF | 22 336 CHF | 100,00% | 100,00% |
12/11/2024 | 5,25% | 0,17 CHF | 0,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 592 CHF | 19 592 CHF | 100,00% | 100,00% |
11/11/2024 | 5,04% | 0,21 CHF | 0,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 19 402 CHF | 20 402 CHF | 100,00% | 100,00% |
08/11/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 16 814 CHF | 17 714 CHF | 100,00% | 100,00% |
07/11/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 24 995 CHF | 25 995 CHF | 100,00% | 100,00% |