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 | 4,18% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 229 912 | 229 912 | 53 802 CHF | 56 101 CHF | 100,00% | 100,00% |
19/11/2024 | 4,46% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 244 277 | 244 278 | 53 611 CHF | 56 053 CHF | 99,56% | 99,56% |
18/11/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 50 696 CHF | 52 696 CHF | 99,94% | 99,94% |
15/11/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 214 424 | 214 424 | 52 141 CHF | 54 286 CHF | 100,00% | 100,00% |
14/11/2024 | 4,51% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 244 750 | 244 750 | 53 060 CHF | 55 508 CHF | 100,00% | 100,00% |
13/11/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 254 036 | 254 036 | 52 274 CHF | 54 814 CHF | 100,00% | 100,00% |
12/11/2024 | 4,44% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 244 177 | 244 177 | 53 803 CHF | 56 244 CHF | 99,98% | 99,98% |
11/11/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 226 614 | 226 614 | 53 208 CHF | 55 475 CHF | 100,00% | 100,00% |
08/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 246 267 | 246 267 | 53 615 CHF | 56 078 CHF | 98,94% | 98,94% |
07/11/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 204 477 | 204 477 | 50 760 CHF | 52 805 CHF | 85,85% | 85,85% |