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 | 4,85% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 256 036 | 256 036 | 51 553 CHF | 54 113 CHF | 98,81% | 98,81% |
19/11/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 827 | 300 827 | 52 435 CHF | 55 443 CHF | 97,42% | 97,42% |
18/11/2024 | 4,95% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 261 518 | 261 508 | 51 529 CHF | 54 142 CHF | 97,80% | 97,80% |
15/11/2024 | 3,75% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 205 882 | 205 881 | 54 011 CHF | 56 070 CHF | 98,28% | 98,28% |
14/11/2024 | 2,77% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 154 326 | 154 326 | 54 881 CHF | 56 424 CHF | 98,47% | 98,47% |
13/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 129 466 | 129 466 | 50 239 CHF | 51 534 CHF | 98,21% | 98,21% |
12/11/2024 | 2,46% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 66 628 | 66 626 | 26 712 CHF | 27 378 CHF | 98,99% | 98,99% |
11/11/2024 | 2,36% | 0,45 CHF | 0,46 CHF | 63 000 | 63 000 | 65 177 | 65 177 | 27 254 CHF | 27 906 CHF | 99,06% | 99,06% |
08/11/2024 | 3,08% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 85 533 | 85 533 | 27 355 CHF | 28 211 CHF | 99,27% | 99,27% |
07/11/2024 | 3,86% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 101 656 | 101 656 | 25 824 CHF | 26 841 CHF | 98,67% | 98,67% |