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 | 2,91% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 152 947 | 75 000 | 51 845 CHF | 26 189 CHF | 94,79% | 94,79% |
19/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 161 279 | 75 000 | 51 603 CHF | 24 767 CHF | 99,98% | 99,98% |
18/11/2024 | 5,03% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 77 447 | 46 607 | 26 573 CHF | 16 662 CHF | 87,49% | 87,49% |
15/11/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 146 237 | 75 000 | 51 615 CHF | 27 250 CHF | 98,83% | 98,83% |
14/11/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 157 279 | 75 000 | 51 656 CHF | 25 425 CHF | 83,23% | 83,23% |
13/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 161 190 | 74 112 | 51 633 CHF | 24 490 CHF | 94,16% | 94,16% |
12/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 162 868 | 75 000 | 51 712 CHF | 24 574 CHF | 84,17% | 84,17% |
11/11/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 133 492 | 75 000 | 51 603 CHF | 29 767 CHF | 94,79% | 94,79% |
08/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 149 246 | 75 000 | 51 721 CHF | 26 752 CHF | 100,00% | 100,00% |
07/11/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 151 355 | 72 251 | 51 844 CHF | 25 561 CHF | 93,52% | 93,52% |