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 | 10,23% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 878 168 | 292 723 | 81 500 CHF | 30 094 CHF | 99,36% | 99,36% |
19/11/2024 | 10,44% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 884 785 | 298 698 | 80 734 CHF | 30 200 CHF | 96,68% | 96,68% |
18/11/2024 | 6,66% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 665 153 | 221 744 | 99 989 CHF | 35 549 CHF | 97,60% | 97,60% |
15/11/2024 | 5,70% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 605 313 | 201 771 | 104 213 CHF | 36 755 CHF | 96,52% | 96,52% |
14/11/2024 | 6,24% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 602 147 | 200 716 | 94 026 CHF | 33 349 CHF | 99,34% | 99,34% |
13/11/2024 | 6,00% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 602 780 | 200 927 | 97 590 CHF | 34 539 CHF | 99,36% | 99,36% |
12/11/2024 | 5,69% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 102 845 CHF | 36 282 CHF | 99,34% | 99,34% |
11/11/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 958 CHF | 40 319 CHF | 99,35% | 99,35% |
08/11/2024 | 4,17% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 490 066 | 163 355 | 114 693 CHF | 39 865 CHF | 99,32% | 99,32% |
07/11/2024 | 2,85% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 157 995 CHF | 54 165 CHF | 98,49% | 98,49% |