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 | 3,66% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 685 CHF | 55 685 CHF | 99,97% | 99,97% |
19/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 201 243 | 201 243 | 52 037 CHF | 54 050 CHF | 99,80% | 99,80% |
18/11/2024 | 3,79% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 772 CHF | 53 772 CHF | 99,91% | 99,91% |
15/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 858 CHF | 55 858 CHF | 100,00% | 100,00% |
14/11/2024 | 3,65% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 195 579 | 195 576 | 52 604 CHF | 54 559 CHF | 99,64% | 99,64% |
13/11/2024 | 3,13% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 073 CHF | 56 823 CHF | 99,96% | 99,96% |
12/11/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 020 CHF | 54 770 CHF | 99,81% | 99,81% |
11/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 198 423 | 198 423 | 54 617 CHF | 56 602 CHF | 99,81% | 99,81% |
08/11/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 087 CHF | 55 087 CHF | 99,83% | 99,83% |
07/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 216 623 | 216 621 | 52 202 CHF | 54 368 CHF | 99,89% | 99,89% |