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 | 2,90% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 152 574 | 100 000 | 51 904 CHF | 35 053 CHF | 99,00% | 99,00% |
19/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 185 767 | 100 000 | 50 872 CHF | 28 410 CHF | 45,63% | 45,63% |
18/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 192 205 | 100 000 | 187 385 | 100 000 | 50 737 CHF | 28 108 CHF | 76,41% | 76,41% |
15/11/2024 | 3,20% | 0,27 CHF | 0,28 CHF | 192 767 | 100 000 | 168 307 | 100 000 | 51 838 CHF | 31 902 CHF | 97,74% | 97,74% |
14/11/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 140 598 | 100 000 | 51 388 CHF | 37 573 CHF | 99,22% | 99,22% |
13/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 127 601 | 99 160 | 51 786 CHF | 41 267 CHF | 99,36% | 99,36% |
12/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 112 369 | 100 000 | 52 437 CHF | 48 334 CHF | 100,00% | 100,00% |
11/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 141 771 | 100 000 | 52 397 CHF | 37 990 CHF | 99,41% | 99,41% |
08/11/2024 | 3,05% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 159 993 | 100 000 | 51 678 CHF | 33 439 CHF | 100,00% | 100,00% |
07/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 131 696 | 97 395 | 51 747 CHF | 39 325 CHF | 98,73% | 98,73% |