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 | 1,79% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 331 437 CHF | 112 479 CHF | 99,37% | 99,37% |
19/11/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 344 137 CHF | 116 712 CHF | 99,07% | 99,07% |
18/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 342 082 CHF | 116 027 CHF | 97,52% | 97,52% |
15/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 353 427 CHF | 119 809 CHF | 99,37% | 99,37% |
14/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 363 392 CHF | 123 131 CHF | 99,37% | 99,37% |
13/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 341 213 CHF | 115 738 CHF | 96,93% | 96,93% |
12/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 342 994 CHF | 116 331 CHF | 96,93% | 96,93% |
11/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 351 331 CHF | 119 110 CHF | 98,73% | 98,73% |
08/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 347 176 CHF | 117 725 CHF | 93,15% | 93,15% |
07/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 352 781 CHF | 119 594 CHF | 98,70% | 98,70% |