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 | 2,16% | 0,41 CHF | 0,42 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 68 851 CHF | 23 450 CHF | 99,44% | 99,44% |
19/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 150 000 | 50 000 | 240 067 | 80 009 | 99 051 CHF | 33 812 CHF | 99,44% | 99,44% |
18/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 127 314 CHF | 43 438 CHF | 96,94% | 96,94% |
15/11/2024 | 1,80% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 401 CHF | 57 134 CHF | 99,45% | 99,45% |
14/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 669 CHF | 75 890 CHF | 99,44% | 99,44% |
13/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 843 CHF | 67 615 CHF | 96,97% | 96,97% |
12/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 200 237 CHF | 67 746 CHF | 96,91% | 96,91% |
11/11/2024 | 1,33% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 345 CHF | 75 782 CHF | 99,44% | 99,44% |
08/11/2024 | 1,23% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 297 CHF | 82 099 CHF | 99,28% | 99,28% |
07/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 009 CHF | 84 003 CHF | 98,69% | 98,69% |