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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,34% | 3,66 CHF | 3,67 CHF | 150 000 | 150 000 | 149 309 | 149 309 | 553 330 CHF | 555 189 CHF | 100,00% | 100,00% |
20/11/2024 | 0,36% | 3,92 CHF | 3,94 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 479 925 CHF | 481 639 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,93 CHF | 3,94 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 588 655 CHF | 590 597 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 3,78 CHF | 3,79 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 571 743 CHF | 573 868 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 561 648 CHF | 563 148 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 3,58 CHF | 3,60 CHF | 150 000 | 150 000 | 149 651 | 149 651 | 548 712 CHF | 550 721 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 3,72 CHF | 3,73 CHF | 150 000 | 150 000 | 149 637 | 149 637 | 558 839 CHF | 560 748 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 539 494 CHF | 540 994 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 3,45 CHF | 3,46 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 516 184 CHF | 518 174 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 150 000 | 150 000 | 149 668 | 149 668 | 532 466 CHF | 533 962 CHF | 100,00% | 100,00% |