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 | 3,09% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 191 130 CHF | 65 710 CHF | 99,37% | 99,37% |
19/11/2024 | 3,32% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 178 078 CHF | 61 359 CHF | 99,07% | 99,07% |
18/11/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 182 522 CHF | 62 841 CHF | 97,25% | 97,25% |
15/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 346 CHF | 59 782 CHF | 99,38% | 99,38% |
14/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 642 CHF | 56 547 CHF | 99,37% | 99,37% |
13/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 186 349 CHF | 64 116 CHF | 96,89% | 96,89% |
12/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 795 CHF | 63 598 CHF | 96,85% | 96,85% |
11/11/2024 | 3,37% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 175 243 CHF | 60 414 CHF | 98,72% | 98,72% |
08/11/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 175 745 CHF | 60 582 CHF | 93,14% | 93,14% |
07/11/2024 | 3,42% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 172 934 CHF | 59 645 CHF | 98,69% | 98,69% |