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 | 2,53% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 175 755 CHF | 60 085 CHF | 99,44% | 99,44% |
19/11/2024 | 2,69% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 165 139 CHF | 56 547 CHF | 96,69% | 96,69% |
18/11/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 172 054 CHF | 58 851 CHF | 96,29% | 96,29% |
15/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 455 CHF | 54 319 CHF | 96,51% | 96,51% |
14/11/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 460 791 | 153 597 | 150 559 CHF | 51 722 CHF | 99,33% | 99,33% |
13/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 539 431 | 179 810 | 164 056 CHF | 56 484 CHF | 98,94% | 98,94% |
12/11/2024 | 2,94% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 458 018 | 152 673 | 153 553 CHF | 52 711 CHF | 99,37% | 99,37% |
11/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 033 CHF | 61 511 CHF | 99,27% | 99,27% |
08/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 442 CHF | 58 648 CHF | 99,36% | 99,36% |
07/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 073 CHF | 62 524 CHF | 98,72% | 98,72% |