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 | 4,61% | 0,20 CHF | 0,21 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 27 571 CHF | 28 871 CHF | 100,00% | 100,00% |
19/11/2024 | 4,12% | 0,21 CHF | 0,22 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 31 044 CHF | 32 344 CHF | 99,37% | 99,37% |
18/11/2024 | 4,56% | 0,27 CHF | 0,28 CHF | 140 000 | 140 000 | 139 988 | 139 988 | 30 344 CHF | 31 744 CHF | 97,90% | 97,90% |
15/11/2024 | 4,56% | 0,19 CHF | 0,20 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 27 941 CHF | 29 241 CHF | 99,02% | 99,02% |
14/11/2024 | 4,12% | 0,26 CHF | 0,27 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 28 612 CHF | 29 812 CHF | 99,95% | 99,95% |
13/11/2024 | 5,05% | 0,30 CHF | 0,31 CHF | 130 000 | 130 000 | 129 935 | 129 935 | 26 046 CHF | 27 346 CHF | 98,85% | 98,85% |
12/11/2024 | 2,23% | 0,31 CHF | 0,32 CHF | 110 000 | 110 000 | 109 907 | 109 907 | 48 996 CHF | 50 095 CHF | 98,25% | 98,25% |
11/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 110 000 | 110 000 | 109 963 | 109 963 | 56 353 CHF | 57 453 CHF | 100,00% | 100,00% |
08/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 50 391 CHF | 51 491 CHF | 98,58% | 98,58% |
07/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 111 242 | 111 242 | 52 874 CHF | 53 987 CHF | 97,68% | 97,68% |