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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 78 244 CHF | 79 994 CHF | 99,45% | 99,52% |
22/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 70 681 CHF | 72 181 CHF | 98,76% | 98,78% |
20/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 79 604 CHF | 81 354 CHF | 99,58% | 99,58% |
19/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 82 125 CHF | 83 875 CHF | 99,50% | 99,50% |
18/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 76 547 CHF | 78 297 CHF | 99,58% | 99,58% |
15/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 65 816 CHF | 67 316 CHF | 98,94% | 98,94% |
14/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 70 858 CHF | 72 358 CHF | 99,47% | 99,47% |
13/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 69 770 CHF | 71 270 CHF | 99,51% | 99,51% |
12/11/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 89 879 CHF | 91 879 CHF | 99,55% | 99,55% |
11/11/2024 | 2,54% | 0,41 CHF | 0,42 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 68 156 CHF | 69 906 CHF | 99,59% | 99,59% |