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 | 1,68% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 493 CHF | 60 164 CHF | 99,00% | 99,00% |
19/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 176 642 CHF | 59 881 CHF | 99,44% | 99,44% |
18/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 300 CHF | 58 100 CHF | 97,59% | 97,59% |
15/11/2024 | 1,84% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 372 CHF | 54 791 CHF | 99,44% | 99,44% |
14/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 159 432 CHF | 54 144 CHF | 99,09% | 99,09% |
13/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 153 640 CHF | 52 213 CHF | 96,57% | 96,57% |
12/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 509 CHF | 52 503 CHF | 96,30% | 96,30% |
11/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 775 CHF | 54 925 CHF | 98,65% | 98,65% |
08/11/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 141 963 CHF | 48 321 CHF | 90,63% | 90,63% |
07/11/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 368 CHF | 44 456 CHF | 98,67% | 98,67% |