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 | 1,67% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 357 116 CHF | 121 039 CHF | 98,92% | 98,92% |
19/11/2024 | 1,93% | 0,57 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 308 890 CHF | 104 963 CHF | 90,32% | 90,32% |
18/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 217 821 CHF | 74 607 CHF | 97,04% | 97,04% |
15/11/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 203 729 CHF | 69 910 CHF | 98,92% | 98,92% |
14/11/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 185 592 CHF | 63 864 CHF | 98,93% | 98,93% |
13/11/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 039 CHF | 66 680 CHF | 96,40% | 96,40% |
12/11/2024 | 2,92% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 202 434 CHF | 69 478 CHF | 96,40% | 96,40% |
11/11/2024 | 2,74% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 216 438 CHF | 74 146 CHF | 98,86% | 98,86% |
08/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 232 758 CHF | 79 586 CHF | 98,89% | 98,89% |
07/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 261 045 CHF | 89 015 CHF | 98,25% | 98,25% |