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 | 4,53% | 0,51 CHF | 0,52 CHF | 195 000 | 195 000 | 86 987 | 86 987 | 44 135 CHF | 45 711 CHF | 99,89% | 99,89% |
19/11/2024 | 5,28% | 0,49 CHF | 0,50 CHF | 195 000 | 195 000 | 80 345 | 80 345 | 37 344 CHF | 38 789 CHF | 100,00% | 100,00% |
18/11/2024 | 4,51% | 0,43 CHF | 0,44 CHF | 200 000 | 200 000 | 89 572 | 89 572 | 36 370 CHF | 37 772 CHF | 99,89% | 99,89% |
15/11/2024 | 4,66% | 0,38 CHF | 0,39 CHF | 205 000 | 205 000 | 91 452 | 91 452 | 34 645 CHF | 36 032 CHF | 99,90% | 99,90% |
14/11/2024 | 5,19% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 68 837 | 68 837 | 28 752 CHF | 29 788 CHF | 100,00% | 100,00% |
13/11/2024 | 4,60% | 0,46 CHF | 0,47 CHF | 200 000 | 200 000 | 87 830 | 87 830 | 42 259 CHF | 43 843 CHF | 100,00% | 100,00% |
12/11/2024 | 4,16% | 0,49 CHF | 0,50 CHF | 195 000 | 195 000 | 86 100 | 86 100 | 46 167 CHF | 47 718 CHF | 99,85% | 99,85% |
11/11/2024 | 3,72% | 0,58 CHF | 0,59 CHF | 190 000 | 190 000 | 83 940 | 83 940 | 50 651 CHF | 52 165 CHF | 99,58% | 99,58% |
08/11/2024 | 3,84% | 0,59 CHF | 0,60 CHF | 190 000 | 190 000 | 85 322 | 85 322 | 50 491 CHF | 52 032 CHF | 99,19% | 99,19% |
07/11/2024 | 4,14% | 0,59 CHF | 0,60 CHF | 190 000 | 190 000 | 85 392 | 85 392 | 48 315 CHF | 49 863 CHF | 100,00% | 100,00% |