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 | 6,16% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 78 769 CHF | 83 769 CHF | 100,00% | 100,00% |
19/11/2024 | 6,43% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 75 405 CHF | 80 405 CHF | 100,00% | 100,00% |
18/11/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 83 180 CHF | 88 180 CHF | 100,00% | 100,00% |
15/11/2024 | 5,74% | 0,16 CHF | 0,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 84 714 CHF | 89 714 CHF | 100,00% | 100,00% |
14/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 80 482 CHF | 85 482 CHF | 100,00% | 100,00% |
13/11/2024 | 6,75% | 0,15 CHF | 0,16 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 85 962 CHF | 91 962 CHF | 100,00% | 100,00% |
12/11/2024 | 6,46% | 0,13 CHF | 0,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 75 048 CHF | 80 048 CHF | 100,00% | 100,00% |
11/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 88 525 CHF | 93 525 CHF | 100,00% | 100,00% |
08/11/2024 | 5,08% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 57 841 CHF | 60 841 CHF | 100,00% | 100,00% |
07/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 95 865 CHF | 99 365 CHF | 100,00% | 100,00% |