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 | 2,70% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 219 421 CHF | 75 140 CHF | 99,36% | 99,36% |
19/11/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 601 142 | 200 381 | 216 594 CHF | 74 202 CHF | 96,66% | 96,66% |
18/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 230 827 CHF | 78 942 CHF | 97,35% | 97,35% |
15/11/2024 | 3,46% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 213 780 CHF | 73 760 CHF | 96,51% | 96,51% |
14/11/2024 | 4,07% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 797 824 | 265 942 | 192 009 CHF | 66 662 CHF | 99,34% | 99,34% |
13/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 659 620 | 219 873 | 249 472 CHF | 85 356 CHF | 98,80% | 98,80% |
12/11/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 748 260 | 249 420 | 253 483 CHF | 86 989 CHF | 99,38% | 99,38% |
11/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 726 345 | 242 115 | 254 559 CHF | 87 274 CHF | 99,37% | 99,37% |
08/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 628 083 | 209 361 | 245 311 CHF | 83 864 CHF | 99,36% | 99,36% |
07/11/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 663 099 | 221 033 | 267 058 CHF | 91 230 CHF | 98,66% | 98,66% |