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 | 1,35% | 0,70 CHF | 0,71 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 221 499 CHF | 56 125 CHF | 99,16% | 99,16% |
19/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 300 000 | 75 000 | 381 325 | 75 000 | 263 831 CHF | 52 726 CHF | 99,17% | 99,17% |
18/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 300 000 | 75 000 | 300 882 | 75 000 | 219 967 CHF | 55 585 CHF | 99,22% | 99,22% |
15/11/2024 | 1,40% | 0,66 CHF | 0,67 CHF | 450 000 | 75 000 | 327 024 | 75 000 | 231 784 CHF | 54 202 CHF | 99,16% | 99,16% |
14/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 226 399 CHF | 57 350 CHF | 99,15% | 99,15% |
13/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 300 000 | 75 000 | 301 058 | 75 000 | 224 606 CHF | 56 714 CHF | 99,16% | 99,16% |
12/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 245 923 CHF | 62 231 CHF | 99,16% | 99,16% |
11/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 264 816 CHF | 66 954 CHF | 99,17% | 99,17% |
08/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 241 042 CHF | 61 011 CHF | 99,16% | 99,16% |
07/11/2024 | 1,22% | 0,78 CHF | 0,79 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 244 453 CHF | 61 863 CHF | 98,19% | 98,19% |