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 | 1,95% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 228 855 CHF | 77 785 CHF | 99,36% | 99,36% |
19/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 749 CHF | 79 750 CHF | 99,31% | 99,31% |
18/11/2024 | 1,93% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 796 CHF | 78 432 CHF | 99,38% | 99,38% |
15/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 227 435 CHF | 77 312 CHF | 99,38% | 99,38% |
14/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 312 CHF | 72 271 CHF | 98,02% | 98,02% |
13/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 122 669 CHF | 41 890 CHF | 99,37% | 99,37% |
12/11/2024 | 2,15% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 256 CHF | 47 085 CHF | 97,59% | 97,59% |
11/11/2024 | 1,90% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 412 CHF | 53 137 CHF | 99,37% | 99,37% |
08/11/2024 | 1,85% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 176 CHF | 54 725 CHF | 98,85% | 98,85% |
07/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 281 CHF | 60 094 CHF | 98,60% | 98,60% |