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 | 2,51% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 277 CHF | 40 426 CHF | 99,17% | 99,17% |
19/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 336 863 | 112 288 | 119 350 CHF | 40 906 CHF | 99,17% | 99,17% |
18/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 128 771 CHF | 43 924 CHF | 99,23% | 99,23% |
15/11/2024 | 1,90% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 979 CHF | 53 326 CHF | 99,17% | 99,17% |
14/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 398 CHF | 59 133 CHF | 99,16% | 99,16% |
13/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 032 CHF | 61 011 CHF | 99,16% | 99,16% |
12/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 571 CHF | 61 857 CHF | 99,17% | 99,17% |
11/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 906 CHF | 61 969 CHF | 99,17% | 99,17% |
08/11/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 293 425 | 97 808 | 186 721 CHF | 63 218 CHF | 99,16% | 99,16% |
07/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 153 593 CHF | 51 948 CHF | 98,26% | 98,26% |