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 | 3,20% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 967 CHF | 63 656 CHF | 99,38% | 99,38% |
19/11/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 599 995 | 200 000 | 178 725 CHF | 61 575 CHF | 99,38% | 99,38% |
18/11/2024 | 3,42% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 172 691 CHF | 59 564 CHF | 99,38% | 99,38% |
15/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 156 511 CHF | 54 171 CHF | 99,34% | 99,34% |
14/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 416 CHF | 56 805 CHF | 99,38% | 99,38% |
13/11/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 870 CHF | 56 957 CHF | 99,38% | 99,38% |
12/11/2024 | 2,99% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 197 790 CHF | 67 930 CHF | 99,15% | 99,15% |
11/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 409 CHF | 71 803 CHF | 99,13% | 99,13% |
08/11/2024 | 3,22% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 760 CHF | 63 253 CHF | 99,38% | 99,38% |
07/11/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 135 CHF | 62 045 CHF | 98,56% | 98,56% |