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 | 6,07% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 95 811 CHF | 33 937 CHF | 99,00% | 99,00% |
19/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 95 858 CHF | 33 953 CHF | 99,44% | 99,44% |
18/11/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 90 300 CHF | 32 100 CHF | 97,69% | 97,69% |
15/11/2024 | 7,25% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 79 888 CHF | 28 629 CHF | 99,44% | 99,44% |
14/11/2024 | 7,34% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 78 744 CHF | 28 248 CHF | 99,09% | 99,09% |
13/11/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 72 183 CHF | 26 061 CHF | 96,57% | 96,57% |
12/11/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 73 010 CHF | 26 337 CHF | 96,35% | 96,35% |
11/11/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 83 165 CHF | 29 722 CHF | 98,66% | 98,66% |
08/11/2024 | 9,31% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 61 642 CHF | 22 547 CHF | 90,62% | 90,62% |
07/11/2024 | 11,41% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 49 811 CHF | 18 604 CHF | 98,68% | 98,68% |