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 | 2,77% | 0,40 CHF | 0,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 179 308 CHF | 184 308 CHF | 99,50% | 99,50% |
20/11/2024 | 2,33% | 0,37 CHF | 0,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 212 341 CHF | 217 341 CHF | 99,54% | 99,54% |
19/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 213 795 CHF | 218 795 CHF | 99,56% | 99,56% |
18/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 255 912 CHF | 260 912 CHF | 99,58% | 99,58% |
15/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 240 816 CHF | 245 816 CHF | 98,92% | 98,92% |
14/11/2024 | 2,51% | 0,44 CHF | 0,45 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 198 112 CHF | 203 112 CHF | 98,73% | 98,73% |
13/11/2024 | 3,03% | 0,31 CHF | 0,32 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 163 165 CHF | 168 165 CHF | 96,69% | 96,69% |
12/11/2024 | 2,18% | 0,38 CHF | 0,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 228 355 CHF | 233 355 CHF | 99,56% | 99,56% |
11/11/2024 | 2,25% | 0,47 CHF | 0,48 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 220 343 CHF | 225 343 CHF | 99,57% | 99,57% |
08/11/2024 | 2,29% | 0,40 CHF | 0,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 216 639 CHF | 221 639 CHF | 99,52% | 99,52% |