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 | 8,24% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 53 735 CHF | 19 412 CHF | 98,68% | 98,68% |
19/11/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 988 CHF | 22 163 CHF | 99,37% | 99,37% |
18/11/2024 | 7,55% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 57 487 CHF | 20 662 CHF | 99,26% | 99,26% |
15/11/2024 | 7,18% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 60 999 CHF | 21 833 CHF | 99,38% | 99,38% |
14/11/2024 | 7,02% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 938 CHF | 22 146 CHF | 99,37% | 99,37% |
13/11/2024 | 7,40% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 58 967 CHF | 21 156 CHF | 99,37% | 99,37% |
12/11/2024 | 7,91% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 865 CHF | 19 788 CHF | 99,38% | 99,38% |
11/11/2024 | 7,86% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 55 124 CHF | 19 875 CHF | 99,38% | 99,38% |
08/11/2024 | 7,87% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 56 084 CHF | 20 195 CHF | 99,38% | 99,38% |
07/11/2024 | 6,79% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 65 168 CHF | 23 223 CHF | 98,37% | 98,37% |