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 | 2,45% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 852 CHF | 62 117 CHF | 98,58% | 98,58% |
19/11/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 132 CHF | 58 544 CHF | 88,58% | 88,58% |
18/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 152 438 CHF | 52 313 CHF | 97,15% | 97,15% |
15/11/2024 | 3,31% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 136 082 CHF | 46 861 CHF | 91,60% | 91,60% |
14/11/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 430 CHF | 38 643 CHF | 99,07% | 99,07% |
13/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 295 CHF | 39 932 CHF | 98,93% | 98,93% |
12/11/2024 | 4,59% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 567 750 | 189 250 | 120 656 CHF | 42 111 CHF | 99,31% | 99,31% |
11/11/2024 | 5,83% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 182 CHF | 35 394 CHF | 99,35% | 99,35% |
08/11/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 611 CHF | 37 537 CHF | 98,12% | 98,12% |
07/11/2024 | 7,02% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 305 | 200 102 | 82 848 CHF | 29 617 CHF | 98,61% | 98,61% |