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 | 0,30% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 809 CHF | 165 309 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 149 356 CHF | 149 806 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 161 568 CHF | 162 018 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,48 CHF | 3,49 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 161 241 CHF | 161 691 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 163 619 CHF | 164 069 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 158 047 CHF | 158 497 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 161 900 CHF | 162 361 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 172 593 CHF | 173 058 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 171 890 CHF | 172 359 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,89 CHF | 3,90 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 177 105 CHF | 177 578 CHF | 100,00% | 100,00% |