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 | 0,31% | 3,15 CHF | 3,16 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 152 319 CHF | 152 799 CHF | 99,49% | 99,49% |
19/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 150 814 CHF | 151 294 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 146 452 CHF | 146 932 CHF | 99,90% | 99,90% |
15/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 081 CHF | 147 581 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 024 CHF | 143 524 CHF | 98,66% | 98,66% |
13/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 205 CHF | 145 705 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 584 CHF | 147 084 CHF | 99,88% | 99,88% |
11/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 145 327 CHF | 145 807 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 890 CHF | 140 390 CHF | 98,29% | 98,29% |
07/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 756 CHF | 143 256 CHF | 100,00% | 100,00% |