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 | 3,84% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 76 733 CHF | 79 733 CHF | 100,00% | 100,00% |
19/11/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 84 432 CHF | 87 432 CHF | 100,00% | 100,00% |
18/11/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 72 649 CHF | 75 649 CHF | 100,00% | 100,00% |
15/11/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 70 309 CHF | 73 309 CHF | 98,67% | 98,67% |
14/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 68 742 CHF | 71 742 CHF | 99,79% | 99,79% |
13/11/2024 | 3,37% | 0,28 CHF | 0,29 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 87 502 CHF | 90 502 CHF | 99,95% | 99,95% |
12/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 91 018 CHF | 94 018 CHF | 100,00% | 100,00% |
11/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 98 553 CHF | 101 553 CHF | 100,00% | 100,00% |
08/11/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 121 778 CHF | 124 778 CHF | 100,00% | 100,00% |
07/11/2024 | 2,60% | 0,41 CHF | 0,42 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 114 074 CHF | 117 074 CHF | 100,00% | 100,00% |