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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,51% | 0,34 CHF | 0,35 CHF | 130 000 | 130 000 | 64 043 | 64 043 | 18 915 CHF | 19 556 CHF | 99,65% | 99,65% |
20/11/2024 | 3,75% | 0,28 CHF | 0,28 CHF | 140 000 | 140 000 | 66 433 | 66 433 | 18 076 CHF | 18 742 CHF | 99,41% | 99,41% |
19/11/2024 | 3,97% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 65 674 | 65 674 | 16 304 CHF | 16 965 CHF | 100,00% | 100,00% |
18/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 130 000 | 130 000 | 63 721 | 63 721 | 21 426 CHF | 22 064 CHF | 99,83% | 99,83% |
15/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 130 000 | 130 000 | 63 698 | 63 698 | 19 702 CHF | 20 340 CHF | 99,72% | 99,72% |
14/11/2024 | 2,62% | 0,36 CHF | 0,37 CHF | 130 000 | 130 000 | 56 863 | 56 863 | 21 543 CHF | 22 113 CHF | 98,31% | 98,31% |
13/11/2024 | 2,90% | 0,39 CHF | 0,40 CHF | 130 000 | 130 000 | 63 125 | 63 125 | 22 537 CHF | 23 171 CHF | 99,97% | 99,97% |
12/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 130 000 | 130 000 | 62 959 | 62 959 | 22 722 CHF | 23 356 CHF | 99,07% | 99,07% |
11/11/2024 | 3,74% | 0,36 CHF | 0,37 CHF | 160 000 | 160 000 | 71 516 | 71 516 | 21 361 CHF | 22 082 CHF | 99,90% | 99,90% |
08/11/2024 | 5,37% | 0,22 CHF | 0,23 CHF | 180 000 | 180 000 | 84 175 | 84 175 | 16 436 CHF | 17 282 CHF | 99,06% | 99,06% |