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 | 6,75% | 0,44 CHF | 0,56 CHF | 120 000 | 25 000 | 99 555 | 25 000 | 52 444 CHF | 14 097 CHF | 14,13% | 100,00% |
19/11/2024 | 3,86% | 0,47 CHF | 0,49 CHF | 110 000 | 25 000 | 111 169 | 25 000 | 52 468 CHF | 12 313 CHF | 99,98% | 99,98% |
18/11/2024 | 3,83% | 0,61 CHF | 0,63 CHF | 90 000 | 25 000 | 92 128 | 23 897 | 52 923 CHF | 14 257 CHF | 100,00% | 100,00% |
15/11/2024 | 2,93% | 0,57 CHF | 0,59 CHF | 90 000 | 25 000 | 83 276 | 24 970 | 51 848 CHF | 16 044 CHF | 100,00% | 100,00% |
14/11/2024 | 3,31% | 0,63 CHF | 0,65 CHF | 80 000 | 25 000 | 97 124 | 25 000 | 52 268 CHF | 14 152 CHF | 94,66% | 94,66% |
13/11/2024 | 4,27% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 126 193 | 49 418 | 52 089 CHF | 21 310 CHF | 99,23% | 99,23% |
12/11/2024 | 4,17% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 118 741 | 25 000 | 52 316 CHF | 11 554 CHF | 98,32% | 98,32% |
11/11/2024 | 2,81% | 0,62 CHF | 0,64 CHF | 90 000 | 25 000 | 83 457 | 25 000 | 53 551 CHF | 16 529 CHF | 100,00% | 100,00% |
08/11/2024 | 3,22% | 0,59 CHF | 0,61 CHF | 90 000 | 25 000 | 62 952 | 21 786 | 41 839 CHF | 15 225 CHF | 97,48% | 97,48% |
07/11/2024 | 2,37% | 1,26 CHF | 1,29 CHF | 40 000 | 25 000 | 42 332 | 24 731 | 53 247 CHF | 32 089 CHF | 95,57% | 95,57% |