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 | 1,58% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 255 CHF | 63 752 CHF | 99,37% | 99,37% |
19/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 194 041 CHF | 65 680 CHF | 99,38% | 99,38% |
18/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 193 767 CHF | 65 589 CHF | 97,52% | 97,52% |
15/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 897 CHF | 62 966 CHF | 99,38% | 99,38% |
14/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 191 723 CHF | 64 908 CHF | 99,37% | 99,37% |
13/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 088 CHF | 63 696 CHF | 96,87% | 96,87% |
12/11/2024 | 1,49% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 498 CHF | 67 499 CHF | 96,83% | 96,83% |
11/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 895 CHF | 68 632 CHF | 98,25% | 98,25% |
08/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 207 236 CHF | 70 079 CHF | 99,27% | 99,27% |
07/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 191 CHF | 72 730 CHF | 98,71% | 98,71% |