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% | 0,11 CHF | 0,12 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 87 406 CHF | 15 818 CHF | 99,17% | 99,17% |
19/11/2024 | 8,56% | 0,11 CHF | 0,12 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 84 015 CHF | 15 253 CHF | 99,16% | 99,16% |
18/11/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 94 940 CHF | 17 073 CHF | 98,77% | 98,77% |
15/11/2024 | 7,46% | 0,15 CHF | 0,16 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 97 032 CHF | 17 422 CHF | 99,17% | 99,17% |
14/11/2024 | 6,78% | 0,14 CHF | 0,15 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 107 048 CHF | 19 091 CHF | 99,16% | 99,16% |
13/11/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 106 461 CHF | 18 993 CHF | 98,93% | 98,93% |
12/11/2024 | 5,99% | 0,15 CHF | 0,16 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 121 836 CHF | 21 556 CHF | 99,16% | 99,16% |
11/11/2024 | 5,50% | 0,19 CHF | 0,20 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 132 989 CHF | 23 415 CHF | 99,16% | 99,16% |
08/11/2024 | 6,15% | 0,15 CHF | 0,16 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 118 317 CHF | 20 969 CHF | 99,16% | 99,16% |
07/11/2024 | 6,17% | 0,16 CHF | 0,17 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 117 917 CHF | 20 903 CHF | 98,26% | 98,26% |