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 | 2,50% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 177 965 CHF | 60 822 CHF | 98,92% | 98,92% |
19/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 175 629 CHF | 60 043 CHF | 99,13% | 99,13% |
18/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 230 CHF | 57 910 CHF | 99,38% | 99,38% |
15/11/2024 | 2,96% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 317 CHF | 51 606 CHF | 99,39% | 99,39% |
14/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 960 CHF | 49 820 CHF | 97,82% | 97,82% |
13/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 526 162 | 175 387 | 159 721 CHF | 54 994 CHF | 99,02% | 99,02% |
12/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 457 702 | 152 567 | 141 573 CHF | 48 717 CHF | 92,62% | 92,62% |
11/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 769 CHF | 50 757 CHF | 98,54% | 98,54% |
08/11/2024 | 3,70% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 587 163 | 195 721 | 155 716 CHF | 53 863 CHF | 95,92% | 95,92% |
07/11/2024 | 4,20% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 139 972 CHF | 48 657 CHF | 98,58% | 98,58% |