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 | 4,98% | 0,66 CHF | 0,68 CHF | 500 000 | 500 000 | 186 850 | 186 850 | 127 943 CHF | 133 245 CHF | 99,61% | 99,61% |
19/11/2024 | 5,12% | 0,68 CHF | 0,70 CHF | 500 000 | 500 000 | 186 862 | 186 862 | 126 944 CHF | 132 247 CHF | 99,63% | 99,63% |
18/11/2024 | 5,29% | 0,72 CHF | 0,74 CHF | 500 000 | 500 000 | 187 067 | 187 067 | 127 757 CHF | 133 063 CHF | 99,42% | 99,42% |
15/11/2024 | 5,18% | 0,64 CHF | 0,66 CHF | 500 000 | 500 000 | 186 867 | 186 867 | 123 150 CHF | 128 453 CHF | 99,63% | 99,63% |
14/11/2024 | 4,74% | 0,72 CHF | 0,74 CHF | 500 000 | 500 000 | 186 762 | 186 762 | 136 869 CHF | 142 171 CHF | 99,60% | 99,60% |
13/11/2024 | 4,39% | 0,77 CHF | 0,79 CHF | 300 000 | 300 000 | 113 626 | 113 626 | 89 954 CHF | 93 159 CHF | 96,83% | 96,83% |
12/11/2024 | 4,05% | 0,82 CHF | 0,84 CHF | 300 000 | 300 000 | 112 335 | 112 335 | 96 256 CHF | 99 441 CHF | 99,23% | 99,23% |
11/11/2024 | 3,90% | 0,89 CHF | 0,91 CHF | 300 000 | 300 000 | 112 118 | 112 118 | 99 973 CHF | 103 155 CHF | 99,63% | 99,63% |
08/11/2024 | 5,55% | 0,94 CHF | 0,97 CHF | 300 000 | 300 000 | 112 114 | 112 114 | 105 594 CHF | 110 366 CHF | 99,63% | 99,63% |
07/11/2024 | 3,99% | 0,92 CHF | 0,94 CHF | 300 000 | 300 000 | 112 112 | 112 112 | 100 954 CHF | 104 136 CHF | 99,63% | 99,63% |