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 | 2,19% | 0,44 CHF | 0,45 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 76 770 CHF | 78 470 CHF | 100,00% | 100,00% |
19/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 78 083 CHF | 79 783 CHF | 100,00% | 100,00% |
18/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 77 167 CHF | 78 867 CHF | 100,00% | 100,00% |
15/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 76 638 CHF | 78 338 CHF | 100,00% | 100,00% |
14/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 73 007 CHF | 74 707 CHF | 99,33% | 99,33% |
13/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 170 000 | 170 000 | 171 307 | 171 307 | 65 943 CHF | 67 656 CHF | 100,00% | 100,00% |
12/11/2024 | 2,37% | 0,38 CHF | 0,39 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 70 963 CHF | 72 663 CHF | 100,00% | 100,00% |
11/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 77 140 CHF | 78 840 CHF | 99,93% | 99,93% |
08/11/2024 | 2,13% | 0,44 CHF | 0,45 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 79 058 CHF | 80 758 CHF | 100,00% | 100,00% |
07/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 84 529 CHF | 86 229 CHF | 100,00% | 100,00% |