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 | 1,76% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 337 629 CHF | 114 543 CHF | 88,20% | 88,20% |
19/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 318 835 CHF | 108 278 CHF | 88,27% | 88,27% |
18/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 327 792 CHF | 111 264 CHF | 89,52% | 89,52% |
15/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 357 413 CHF | 121 138 CHF | 93,34% | 93,34% |
14/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 360 944 CHF | 122 315 CHF | 90,30% | 90,30% |
13/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 358 839 CHF | 121 613 CHF | 96,16% | 96,16% |
12/11/2024 | 1,59% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 374 051 CHF | 126 684 CHF | 94,50% | 94,50% |
11/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 419 121 CHF | 141 707 CHF | 92,96% | 92,96% |
08/11/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 380 636 CHF | 128 879 CHF | 95,77% | 95,77% |
07/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 392 639 CHF | 132 880 CHF | 95,20% | 95,20% |