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 | 2,35% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 327 647 | 109 216 | 136 947 CHF | 46 741 CHF | 99,27% | 99,27% |
19/11/2024 | 2,85% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 449 508 | 149 836 | 155 887 CHF | 53 461 CHF | 88,73% | 88,73% |
18/11/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 148 418 CHF | 50 973 CHF | 97,55% | 97,55% |
15/11/2024 | 2,84% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 662 CHF | 53 721 CHF | 96,43% | 96,43% |
14/11/2024 | 2,17% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 305 993 | 101 998 | 139 898 CHF | 47 653 CHF | 99,24% | 99,24% |
13/11/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 155 564 CHF | 52 855 CHF | 99,22% | 99,22% |
12/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 105 CHF | 51 035 CHF | 99,28% | 99,28% |
11/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 140 533 CHF | 47 844 CHF | 99,21% | 99,21% |
08/11/2024 | 1,99% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 238 CHF | 50 746 CHF | 99,19% | 99,19% |
07/11/2024 | 2,19% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 446 030 | 148 677 | 201 038 CHF | 68 499 CHF | 98,64% | 98,64% |