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 | 3,41% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 86 442 CHF | 29 814 CHF | 99,37% | 99,37% |
19/11/2024 | 4,40% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 66 780 CHF | 23 260 CHF | 99,38% | 99,38% |
18/11/2024 | 4,52% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 65 245 CHF | 22 748 CHF | 97,51% | 97,51% |
15/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 76 242 CHF | 26 414 CHF | 93,30% | 93,30% |
14/11/2024 | 3,14% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 94 385 CHF | 32 462 CHF | 99,37% | 99,37% |
13/11/2024 | 2,82% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 105 154 CHF | 36 051 CHF | 97,07% | 97,07% |
12/11/2024 | 2,52% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 051 CHF | 40 350 CHF | 96,96% | 96,96% |
11/11/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 358 CHF | 40 786 CHF | 99,35% | 99,35% |
08/11/2024 | 2,48% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 666 CHF | 40 889 CHF | 99,24% | 99,24% |
07/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 502 CHF | 43 834 CHF | 98,70% | 98,70% |