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 | 2,34% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 951 CHF | 65 150 CHF | 99,38% | 99,38% |
19/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 923 CHF | 49 808 CHF | 99,37% | 99,37% |
18/11/2024 | 2,70% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 015 CHF | 56 838 CHF | 99,38% | 99,38% |
15/11/2024 | 2,61% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 303 CHF | 58 601 CHF | 99,36% | 99,36% |
14/11/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 815 CHF | 53 105 CHF | 99,38% | 99,38% |
13/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 701 CHF | 40 400 CHF | 99,38% | 99,38% |
12/11/2024 | 3,17% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 037 CHF | 48 179 CHF | 99,16% | 99,16% |
11/11/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 153 220 CHF | 52 573 CHF | 99,38% | 99,38% |
08/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 450 CHF | 48 983 CHF | 99,37% | 99,37% |
07/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 938 CHF | 53 813 CHF | 98,58% | 98,58% |