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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 315 884 CHF | 64 177 CHF | 99,27% | 99,27% |
20/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 314 987 CHF | 63 997 CHF | 99,27% | 99,27% |
19/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 328 717 CHF | 66 743 CHF | 99,27% | 99,27% |
18/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 320 352 CHF | 65 071 CHF | 99,27% | 99,27% |
15/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 328 810 CHF | 66 762 CHF | 99,27% | 99,27% |
14/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 332 943 CHF | 67 589 CHF | 99,27% | 99,27% |
13/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 334 627 CHF | 67 926 CHF | 99,27% | 99,27% |
12/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 325 575 CHF | 66 115 CHF | 99,25% | 99,25% |
11/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 295 704 CHF | 60 141 CHF | 99,27% | 99,27% |
08/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 298 404 CHF | 60 681 CHF | 99,20% | 99,20% |