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 | 5,61% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 014 CHF | 55 014 CHF | 99,37% | 99,37% |
19/11/2024 | 5,89% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 313 924 | 313 924 | 51 709 CHF | 54 848 CHF | 99,25% | 99,25% |
18/11/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 017 CHF | 55 017 CHF | 99,25% | 99,25% |
15/11/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 592 CHF | 56 592 CHF | 99,39% | 99,39% |
14/11/2024 | 5,82% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 307 612 | 307 612 | 51 305 CHF | 54 381 CHF | 99,38% | 99,38% |
13/11/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 294 273 | 294 273 | 53 241 CHF | 56 184 CHF | 99,36% | 99,36% |
12/11/2024 | 5,46% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 428 CHF | 56 428 CHF | 99,03% | 99,03% |
11/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 293 183 | 293 183 | 52 973 CHF | 55 905 CHF | 99,26% | 99,26% |
08/11/2024 | 5,98% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 318 946 | 318 946 | 51 713 CHF | 54 903 CHF | 99,39% | 99,39% |
07/11/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 334 967 | 334 967 | 52 331 CHF | 55 681 CHF | 99,27% | 99,27% |