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 | 8,20% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 826 870 | 275 623 | 96 636 CHF | 34 968 CHF | 99,67% | 99,67% |
19/11/2024 | 7,56% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 780 473 | 260 158 | 99 368 CHF | 35 724 CHF | 99,24% | 99,24% |
18/11/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 501 | 250 167 | 97 960 CHF | 35 155 CHF | 99,55% | 99,55% |
15/11/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 885 566 | 295 189 | 99 000 CHF | 35 952 CHF | 99,38% | 99,38% |
14/11/2024 | 7,91% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 774 074 | 258 025 | 94 165 CHF | 33 968 CHF | 97,97% | 97,97% |
13/11/2024 | 8,10% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 813 510 | 271 170 | 96 302 CHF | 34 812 CHF | 99,35% | 99,35% |
12/11/2024 | 6,69% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 108 898 CHF | 38 799 CHF | 93,13% | 93,13% |
11/11/2024 | 6,40% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 740 315 | 246 772 | 112 029 CHF | 39 811 CHF | 98,27% | 98,27% |
08/11/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 717 427 | 239 142 | 120 375 CHF | 42 516 CHF | 93,13% | 93,13% |
07/11/2024 | 5,16% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 614 CHF | 39 871 CHF | 98,60% | 98,60% |