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 | 1,05% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 569 862 CHF | 191 954 CHF | 98,88% | 98,88% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 544 932 CHF | 183 644 CHF | 95,76% | 95,76% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 580 541 CHF | 195 514 CHF | 96,99% | 96,99% |
15/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 570 787 CHF | 192 262 CHF | 94,94% | 94,94% |
14/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 549 640 CHF | 185 213 CHF | 98,61% | 98,61% |
13/11/2024 | 1,11% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 537 641 CHF | 181 214 CHF | 98,27% | 98,27% |
12/11/2024 | 1,06% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 565 395 CHF | 190 465 CHF | 98,95% | 98,95% |
11/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 561 048 CHF | 189 016 CHF | 98,93% | 98,93% |
08/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 527 424 CHF | 177 808 CHF | 97,32% | 97,32% |
07/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 593 664 CHF | 199 888 CHF | 98,18% | 98,18% |