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 | 2,15% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 207 494 CHF | 70 665 CHF | 96,80% | 96,80% |
19/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 198 638 CHF | 67 713 CHF | 95,34% | 95,34% |
18/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 189 594 CHF | 64 698 CHF | 92,75% | 92,75% |
15/11/2024 | 2,46% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 423 CHF | 61 641 CHF | 94,13% | 94,13% |
14/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 463 CHF | 63 654 CHF | 98,63% | 98,63% |
13/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 669 CHF | 71 390 CHF | 94,95% | 94,95% |
12/11/2024 | 2,29% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 495 CHF | 66 332 CHF | 98,89% | 98,89% |
11/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 416 CHF | 61 639 CHF | 92,91% | 92,91% |
08/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 227 CHF | 63 576 CHF | 97,07% | 97,07% |
07/11/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 344 CHF | 62 948 CHF | 98,60% | 98,60% |