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 | 4,01% | 0,43 CHF | 0,45 CHF | 120 000 | 100 000 | 106 942 | 100 000 | 52 290 CHF | 51 155 CHF | 91,86% | 91,86% |
19/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 86 581 CHF | 88 581 CHF | 96,90% | 96,90% |
18/11/2024 | 2,43% | 0,57 CHF | 0,58 CHF | 200 000 | 200 000 | 183 165 | 179 050 | 99 053 CHF | 98 873 CHF | 93,03% | 93,03% |
15/11/2024 | 1,59% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 124 867 CHF | 126 867 CHF | 98,97% | 98,97% |
14/11/2024 | 1,39% | 0,81 CHF | 0,82 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 143 441 CHF | 145 441 CHF | 98,36% | 98,36% |
13/11/2024 | 1,81% | 0,67 CHF | 0,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 129 110 CHF | 131 469 CHF | 97,16% | 97,16% |
12/11/2024 | 1,23% | 0,68 CHF | 0,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 162 016 CHF | 164 016 CHF | 97,08% | 97,08% |
11/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 277 CHF | 207 277 CHF | 99,27% | 99,27% |
08/11/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 178 734 CHF | 180 734 CHF | 96,11% | 96,11% |
07/11/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 221 597 CHF | 223 781 CHF | 92,48% | 92,48% |