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 | 1,13% | 0,89 CHF | 0,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 440 335 CHF | 89 067 CHF | 99,27% | 99,27% |
20/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 377 605 CHF | 76 521 CHF | 99,27% | 99,27% |
19/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 338 028 CHF | 68 606 CHF | 99,27% | 99,27% |
18/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 382 354 CHF | 77 471 CHF | 99,27% | 99,27% |
15/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 387 806 CHF | 78 561 CHF | 99,27% | 99,27% |
14/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 386 068 CHF | 78 214 CHF | 99,27% | 99,27% |
13/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 378 336 CHF | 76 667 CHF | 99,27% | 99,27% |
12/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 398 174 CHF | 80 635 CHF | 99,25% | 99,25% |
11/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 427 761 CHF | 86 552 CHF | 99,27% | 99,27% |
08/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 421 233 CHF | 85 247 CHF | 99,25% | 99,25% |