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 | 7,20% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 747 492 | 249 164 | 100 780 CHF | 36 085 CHF | 99,38% | 99,38% |
19/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 68 736 CHF | 25 412 CHF | 99,37% | 99,37% |
18/11/2024 | 8,54% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 85 934 CHF | 31 145 CHF | 99,38% | 99,38% |
15/11/2024 | 8,09% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 90 319 CHF | 32 606 CHF | 99,36% | 99,36% |
14/11/2024 | 9,23% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 78 186 CHF | 28 562 CHF | 99,38% | 99,38% |
13/11/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 52 500 CHF | 20 000 CHF | 99,38% | 99,38% |
12/11/2024 | 10,58% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 67 421 CHF | 24 974 CHF | 99,16% | 99,16% |
11/11/2024 | 9,30% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 77 063 CHF | 28 188 CHF | 99,38% | 99,38% |
08/11/2024 | 9,84% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 72 659 CHF | 26 720 CHF | 99,37% | 99,37% |
07/11/2024 | 8,45% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 85 308 CHF | 30 936 CHF | 98,58% | 98,58% |