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 | 5,62% | 0,26 CHF | 0,27 CHF | 160 000 | 160 000 | 72 687 | 72 687 | 16 914 CHF | 17 756 CHF | 99,89% | 99,89% |
19/11/2024 | 5,62% | 0,25 CHF | 0,26 CHF | 160 000 | 160 000 | 71 418 | 71 418 | 16 419 CHF | 17 272 CHF | 99,43% | 99,43% |
18/11/2024 | 5,28% | 0,26 CHF | 0,27 CHF | 160 000 | 160 000 | 72 130 | 72 130 | 17 381 CHF | 18 209 CHF | 99,19% | 99,19% |
15/11/2024 | 4,45% | 0,31 CHF | 0,32 CHF | 140 000 | 140 000 | 65 281 | 65 281 | 22 711 CHF | 23 651 CHF | 96,99% | 96,99% |
14/11/2024 | 3,92% | 0,40 CHF | 0,41 CHF | 130 000 | 130 000 | 63 500 | 63 500 | 25 949 CHF | 26 870 CHF | 99,66% | 99,66% |
13/11/2024 | 3,47% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 63 161 | 63 161 | 29 579 CHF | 30 496 CHF | 99,98% | 99,98% |
12/11/2024 | 2,91% | 0,58 CHF | 0,59 CHF | 130 000 | 130 000 | 57 245 | 57 245 | 34 293 CHF | 35 161 CHF | 98,75% | 98,75% |
11/11/2024 | 3,05% | 0,66 CHF | 0,67 CHF | 120 000 | 120 000 | 58 647 | 58 647 | 35 873 CHF | 36 793 CHF | 99,85% | 99,85% |
08/11/2024 | 2,92% | 0,55 CHF | 0,56 CHF | 130 000 | 130 000 | 61 016 | 61 016 | 36 469 CHF | 37 414 CHF | 97,72% | 97,72% |
07/11/2024 | 5,87% | 0,59 CHF | 0,60 CHF | 140 000 | 140 000 | 41 918 | 41 918 | 22 342 CHF | 23 122 CHF | 95,35% | 95,35% |