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 | 3,04% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 142 027 | 50 000 | 51 432 CHF | 18 677 CHF | 100,00% | 100,00% |
19/11/2024 | 3,30% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 150 132 | 50 000 | 51 845 CHF | 17 861 CHF | 99,99% | 99,99% |
18/11/2024 | 4,46% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 167 423 | 44 487 | 51 556 CHF | 14 293 CHF | 100,00% | 100,00% |
15/11/2024 | 3,48% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 166 583 | 50 000 | 51 648 CHF | 16 061 CHF | 100,00% | 100,00% |
14/11/2024 | 3,14% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 148 725 | 50 000 | 51 627 CHF | 17 919 CHF | 98,83% | 98,83% |
13/11/2024 | 3,44% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 155 436 | 49 680 | 51 880 CHF | 17 192 CHF | 92,01% | 92,01% |
12/11/2024 | 2,80% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 130 729 | 50 000 | 52 029 CHF | 20 469 CHF | 100,00% | 100,00% |
11/11/2024 | 2,49% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 118 003 | 50 000 | 52 618 CHF | 22 872 CHF | 99,81% | 99,81% |
08/11/2024 | 2,92% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 128 461 | 50 000 | 51 361 CHF | 20 600 CHF | 100,00% | 100,00% |
07/11/2024 | 2,94% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 125 193 | 48 703 | 51 842 CHF | 20 738 CHF | 99,13% | 99,13% |