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 | 1,76% | 0,57 CHF | 0,58 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 140 811 CHF | 57 324 CHF | 99,16% | 99,16% |
19/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 141 708 CHF | 57 683 CHF | 99,17% | 99,17% |
18/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 141 040 CHF | 57 416 CHF | 99,21% | 99,21% |
15/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 136 934 CHF | 55 773 CHF | 99,16% | 99,16% |
14/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 134 957 CHF | 54 983 CHF | 99,15% | 99,15% |
13/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 134 304 CHF | 54 722 CHF | 99,16% | 99,16% |
12/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 128 496 CHF | 52 399 CHF | 99,17% | 99,17% |
11/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 124 772 CHF | 50 909 CHF | 99,17% | 99,17% |
08/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 125 541 CHF | 51 217 CHF | 99,17% | 99,17% |
07/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 119 918 CHF | 48 967 CHF | 98,06% | 98,06% |