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 | 3,19% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 017 CHF | 55 767 CHF | 99,40% | 99,40% |
20/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 537 | 251 537 | 51 045 CHF | 53 560 CHF | 99,12% | 99,12% |
19/11/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 205 | 301 203 | 52 180 CHF | 55 191 CHF | 99,00% | 99,00% |
18/11/2024 | 4,68% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 253 206 | 253 206 | 52 839 CHF | 55 371 CHF | 99,14% | 99,14% |
15/11/2024 | 4,34% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 231 456 | 231 443 | 52 203 CHF | 54 514 CHF | 98,78% | 98,78% |
14/11/2024 | 3,01% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 161 177 | 161 177 | 52 687 CHF | 54 299 CHF | 99,33% | 99,33% |
13/11/2024 | 2,85% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 137 156 | 137 155 | 47 666 CHF | 49 038 CHF | 98,97% | 98,97% |
12/11/2024 | 2,95% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 82 183 | 82 186 | 27 475 CHF | 28 298 CHF | 99,00% | 99,00% |
11/11/2024 | 4,57% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 123 870 | 123 870 | 26 550 CHF | 27 789 CHF | 99,25% | 99,25% |
08/11/2024 | 8,40% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 228 953 | 228 954 | 26 118 CHF | 28 407 CHF | 99,42% | 99,42% |