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 | 2,04% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 122 773 | 122 773 | 59 695 CHF | 60 923 CHF | 99,19% | 99,19% |
20/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 112 | 150 112 | 55 108 CHF | 56 609 CHF | 99,09% | 99,09% |
19/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 170 563 | 170 563 | 56 045 CHF | 57 751 CHF | 98,84% | 98,84% |
18/11/2024 | 2,61% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 675 CHF | 58 175 CHF | 99,30% | 99,30% |
15/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 130 371 | 130 371 | 51 908 CHF | 53 212 CHF | 99,37% | 99,37% |
14/11/2024 | 1,93% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 104 960 | 104 960 | 53 815 CHF | 54 864 CHF | 99,34% | 99,34% |
13/11/2024 | 1,87% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 88 905 | 88 905 | 47 320 CHF | 48 209 CHF | 99,03% | 99,03% |
12/11/2024 | 1,92% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 53 521 | 53 521 | 27 541 CHF | 28 077 CHF | 99,13% | 99,13% |
11/11/2024 | 2,61% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 71 452 | 71 452 | 27 139 CHF | 27 853 CHF | 99,33% | 99,33% |
08/11/2024 | 3,98% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 107 446 | 107 446 | 26 470 CHF | 27 544 CHF | 99,49% | 99,49% |