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 | 3,80% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 505 CHF | 40 335 CHF | 99,31% | 99,31% |
19/11/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 664 CHF | 36 388 CHF | 96,46% | 96,46% |
18/11/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 446 CHF | 38 982 CHF | 96,27% | 96,27% |
15/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 197 CHF | 34 233 CHF | 96,39% | 96,39% |
14/11/2024 | 5,06% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 464 679 | 154 893 | 89 526 CHF | 31 391 CHF | 99,27% | 99,27% |
13/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 550 951 | 183 650 | 94 362 CHF | 33 291 CHF | 98,83% | 98,83% |
12/11/2024 | 4,91% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 465 667 | 155 222 | 92 688 CHF | 32 448 CHF | 99,38% | 99,38% |
11/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 111 CHF | 41 870 CHF | 99,27% | 99,27% |
08/11/2024 | 3,97% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 471 CHF | 38 657 CHF | 99,36% | 99,36% |
07/11/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 694 CHF | 43 065 CHF | 98,70% | 98,70% |