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 | 4,71% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 155 665 CHF | 54 388 CHF | 99,24% | 99,24% |
19/11/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 147 684 CHF | 51 728 CHF | 98,88% | 98,88% |
18/11/2024 | 5,08% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 144 016 CHF | 50 505 CHF | 98,88% | 98,88% |
15/11/2024 | 4,37% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 168 051 CHF | 58 517 CHF | 99,25% | 99,25% |
14/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 505 | 200 168 | 170 890 CHF | 58 965 CHF | 97,91% | 97,91% |
13/11/2024 | 2,98% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 198 624 CHF | 68 208 CHF | 99,28% | 99,28% |
12/11/2024 | 2,54% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 235 925 CHF | 80 642 CHF | 99,19% | 99,19% |
11/11/2024 | 1,98% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 480 777 | 160 259 | 239 645 CHF | 81 484 CHF | 98,71% | 98,71% |
08/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 150 CHF | 85 217 CHF | 98,56% | 98,56% |
07/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 347 011 CHF | 117 670 CHF | 98,50% | 98,50% |