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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,43% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 659 CHF | 62 720 CHF | 99,34% | 99,34% |
22/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 298 CHF | 65 599 CHF | 99,36% | 99,36% |
20/11/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 348 CHF | 55 949 CHF | 99,36% | 99,36% |
19/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 167 540 CHF | 57 347 CHF | 99,31% | 99,31% |
18/11/2024 | 2,72% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 398 CHF | 55 966 CHF | 99,38% | 99,38% |
15/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 349 CHF | 54 950 CHF | 99,39% | 99,39% |
14/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 146 911 CHF | 50 471 CHF | 98,00% | 98,00% |
13/11/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 553 CHF | 41 351 CHF | 99,37% | 99,37% |
12/11/2024 | 3,23% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 137 573 CHF | 47 358 CHF | 99,01% | 99,01% |
11/11/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 447 752 | 149 251 | 162 491 CHF | 55 656 CHF | 99,36% | 99,36% |