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 | 6,76% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 128 891 CHF | 45 964 CHF | 98,12% | 98,12% |
19/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 138 294 CHF | 49 098 CHF | 97,67% | 97,67% |
18/11/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 126 779 CHF | 45 260 CHF | 98,06% | 98,06% |
15/11/2024 | 6,05% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 863 978 | 287 993 | 138 708 CHF | 49 116 CHF | 98,19% | 98,19% |
14/11/2024 | 5,97% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 868 140 | 289 380 | 141 027 CHF | 49 903 CHF | 96,30% | 96,30% |
13/11/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 139 932 CHF | 49 144 CHF | 98,50% | 98,50% |
12/11/2024 | 4,87% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 150 414 CHF | 52 638 CHF | 91,39% | 91,39% |
11/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 720 CHF | 59 407 CHF | 94,11% | 94,11% |
08/11/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 090 CHF | 55 197 CHF | 97,67% | 97,67% |
07/11/2024 | 4,21% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 742 715 | 247 572 | 172 597 CHF | 60 008 CHF | 96,97% | 96,97% |