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 | 2,51% | 0,40 CHF | 0,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 98 421 CHF | 40 368 CHF | 99,37% | 99,37% |
19/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 108 687 CHF | 44 475 CHF | 99,38% | 99,38% |
18/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 106 034 CHF | 43 414 CHF | 99,38% | 99,38% |
15/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 100 786 CHF | 41 314 CHF | 99,38% | 99,38% |
14/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 103 283 CHF | 42 313 CHF | 99,38% | 99,38% |
13/11/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 105 125 CHF | 43 050 CHF | 99,37% | 99,37% |
12/11/2024 | 2,46% | 0,43 CHF | 0,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 100 632 CHF | 41 253 CHF | 99,37% | 99,37% |
11/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 91 629 CHF | 37 652 CHF | 99,38% | 99,38% |
08/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 93 363 CHF | 38 345 CHF | 99,36% | 99,36% |
07/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 97 500 CHF | 40 000 CHF | 1,12% | 1,12% |