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 | 3,85% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 78 087 CHF | 27 029 CHF | 99,33% | 99,37% |
19/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 92 897 CHF | 31 966 CHF | 98,85% | 98,85% |
18/11/2024 | 2,24% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 456 CHF | 45 485 CHF | 97,42% | 97,42% |
15/11/2024 | 1,56% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 191 452 CHF | 64 817 CHF | 99,35% | 99,35% |
14/11/2024 | 1,80% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 166 913 CHF | 56 638 CHF | 98,24% | 98,24% |
13/11/2024 | 2,75% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 109 942 CHF | 37 647 CHF | 96,97% | 96,97% |
12/11/2024 | 2,83% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 105 841 CHF | 36 280 CHF | 11,58% | 11,58% |
11/11/2024 | 2,59% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 116 441 CHF | 39 814 CHF | 97,40% | 97,40% |
08/11/2024 | 1,18% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 757 CHF | 85 586 CHF | 93,40% | 93,40% |
07/11/2024 | 1,05% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 283 CHF | 96 094 CHF | 98,64% | 98,64% |