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 | 3,60% | 0,27 CHF | 0,28 CHF | 144 758 | 50 000 | 144 240 | 50 000 | 39 390 CHF | 14 157 CHF | 100,00% | 100,00% |
19/11/2024 | 4,04% | 0,26 CHF | 0,27 CHF | 145 215 | 50 000 | 146 476 | 50 000 | 35 642 CHF | 12 671 CHF | 100,00% | 100,00% |
18/11/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 145 907 | 50 000 | 146 435 | 50 000 | 36 688 CHF | 13 029 CHF | 100,00% | 100,00% |
15/11/2024 | 3,87% | 0,27 CHF | 0,28 CHF | 145 779 | 50 000 | 146 626 | 50 000 | 37 252 CHF | 13 208 CHF | 100,00% | 100,00% |
14/11/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 147 991 | 50 000 | 149 959 | 50 000 | 32 120 CHF | 11 214 CHF | 99,22% | 99,22% |
13/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 151 292 | 50 000 | 150 917 | 49 448 | 28 286 CHF | 9 762 CHF | 99,36% | 99,36% |
12/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 149 491 | 50 000 | 149 657 | 50 000 | 30 102 CHF | 10 557 CHF | 100,00% | 100,00% |
11/11/2024 | 3,72% | 0,24 CHF | 0,25 CHF | 145 970 | 50 000 | 144 188 | 50 000 | 38 086 CHF | 13 712 CHF | 100,00% | 100,00% |
08/11/2024 | 9,39% | 0,23 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 551 CHF | 4 995 CHF | 100,00% | 100,00% |
07/11/2024 | 4,02% | 0,27 CHF | 0,28 CHF | 143 055 | 50 000 | 144 956 | 48 697 | 35 996 CHF | 12 582 CHF | 98,73% | 98,73% |