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 | 0,46% | 2,17 CHF | 2,18 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 325 155 CHF | 108 885 CHF | 99,37% | 99,37% |
19/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 150 000 | 50 000 | 105 653 | 64 768 | 228 361 CHF | 141 025 CHF | 99,38% | 99,38% |
18/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 247 CHF | 169 997 CHF | 97,55% | 97,55% |
15/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 700 CHF | 166 450 CHF | 99,38% | 99,38% |
14/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 173 221 CHF | 173 971 CHF | 99,37% | 99,37% |
13/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 170 027 CHF | 170 777 CHF | 96,86% | 96,86% |
12/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 174 494 CHF | 175 244 CHF | 96,86% | 96,86% |
11/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 171 949 CHF | 172 699 CHF | 99,38% | 99,38% |
08/11/2024 | 0,46% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 796 CHF | 162 546 CHF | 90,80% | 90,80% |
07/11/2024 | 0,44% | 2,17 CHF | 2,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 218 CHF | 169 968 CHF | 98,70% | 98,70% |