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 | 3,05% | 0,31 CHF | 0,32 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 54 908 CHF | 56 608 CHF | 100,00% | 100,00% |
19/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 56 025 CHF | 57 725 CHF | 100,00% | 100,00% |
18/11/2024 | 3,04% | 0,35 CHF | 0,36 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 55 192 CHF | 56 892 CHF | 100,00% | 100,00% |
15/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 54 635 CHF | 56 335 CHF | 100,00% | 100,00% |
14/11/2024 | 3,29% | 0,31 CHF | 0,32 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 50 854 CHF | 52 554 CHF | 99,33% | 99,33% |
13/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 170 000 | 170 000 | 171 302 | 171 302 | 43 770 CHF | 45 483 CHF | 100,00% | 100,00% |
12/11/2024 | 3,43% | 0,25 CHF | 0,26 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 48 823 CHF | 50 523 CHF | 100,00% | 100,00% |
11/11/2024 | 3,03% | 0,31 CHF | 0,32 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 55 232 CHF | 56 932 CHF | 99,93% | 99,93% |
08/11/2024 | 2,94% | 0,31 CHF | 0,32 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 57 004 CHF | 58 704 CHF | 100,00% | 100,00% |
07/11/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 62 409 CHF | 64 109 CHF | 100,00% | 100,00% |