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 | 4,59% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 008 CHF | 55 836 CHF | 99,37% | 99,37% |
19/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 730 311 | 243 437 | 166 019 CHF | 57 774 CHF | 96,69% | 96,69% |
18/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 161 683 CHF | 55 894 CHF | 97,53% | 97,53% |
15/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 618 123 | 206 041 | 161 020 CHF | 55 734 CHF | 95,80% | 95,80% |
14/11/2024 | 4,10% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 179 317 CHF | 62 272 CHF | 99,59% | 99,59% |
13/11/2024 | 4,19% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 175 860 CHF | 61 120 CHF | 98,93% | 98,93% |
12/11/2024 | 3,85% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 706 350 | 235 450 | 179 838 CHF | 62 301 CHF | 99,33% | 99,33% |
11/11/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 601 403 | 200 468 | 169 466 CHF | 58 493 CHF | 99,37% | 99,37% |
08/11/2024 | 4,06% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 181 190 CHF | 62 897 CHF | 98,24% | 98,24% |
07/11/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 165 751 CHF | 57 250 CHF | 98,64% | 98,64% |