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 | 5,41% | 0,18 CHF | 0,19 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 108 072 CHF | 9 506 CHF | 99,16% | 99,16% |
19/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 96 262 CHF | 8 522 CHF | 99,16% | 99,16% |
18/11/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 600 000 | 50 000 | 539 276 | 50 000 | 108 207 CHF | 10 602 CHF | 99,23% | 99,23% |
15/11/2024 | 3,72% | 0,25 CHF | 0,26 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 118 836 CHF | 13 704 CHF | 99,17% | 99,17% |
14/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 135 488 CHF | 15 554 CHF | 99,16% | 99,16% |
13/11/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 141 088 CHF | 16 176 CHF | 99,16% | 99,16% |
12/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 143 888 CHF | 16 488 CHF | 99,17% | 99,17% |
11/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 143 997 CHF | 16 500 CHF | 99,17% | 99,17% |
08/11/2024 | 2,89% | 0,32 CHF | 0,33 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 153 354 CHF | 17 539 CHF | 99,16% | 99,16% |
07/11/2024 | 2,67% | 0,36 CHF | 0,37 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 166 397 CHF | 18 989 CHF | 98,25% | 98,25% |