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 | 5,27% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 202 CHF | 29 567 CHF | 98,68% | 98,68% |
19/11/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 93 482 CHF | 32 661 CHF | 99,38% | 99,38% |
18/11/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 93 953 CHF | 32 818 CHF | 99,25% | 99,25% |
15/11/2024 | 4,91% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 89 719 CHF | 31 406 CHF | 99,38% | 99,38% |
14/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 968 CHF | 31 823 CHF | 99,37% | 99,37% |
13/11/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 87 941 CHF | 30 814 CHF | 99,37% | 99,37% |
12/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 505 CHF | 29 668 CHF | 99,37% | 99,37% |
11/11/2024 | 5,01% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 87 789 CHF | 30 763 CHF | 99,38% | 99,38% |
08/11/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 914 CHF | 29 471 CHF | 99,37% | 99,37% |
07/11/2024 | 4,58% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 96 297 CHF | 33 599 CHF | 98,37% | 98,37% |