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 | 1,61% | 0,63 CHF | 0,64 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 461 676 CHF | 62 557 CHF | 96,57% | 96,57% |
19/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 451 130 CHF | 61 151 CHF | 97,43% | 97,43% |
18/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 440 002 CHF | 59 667 CHF | 92,52% | 92,52% |
15/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 428 852 CHF | 58 180 CHF | 97,24% | 97,24% |
14/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 436 224 CHF | 59 163 CHF | 98,36% | 98,36% |
13/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 465 689 CHF | 63 092 CHF | 92,91% | 92,91% |
12/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 446 218 CHF | 60 496 CHF | 96,43% | 96,43% |
11/11/2024 | 1,73% | 0,57 CHF | 0,59 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 428 705 CHF | 58 161 CHF | 91,03% | 91,03% |
08/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 436 058 CHF | 59 141 CHF | 92,20% | 92,20% |
07/11/2024 | 1,71% | 0,57 CHF | 0,59 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 433 801 CHF | 58 840 CHF | 98,70% | 98,70% |