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 | 5,95% | 0,40 CHF | 0,43 CHF | 130 000 | 75 000 | 119 861 | 75 000 | 52 279 CHF | 34 813 CHF | 100,00% | 100,00% |
19/11/2024 | 3,92% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 159 711 | 75 000 | 51 930 CHF | 25 403 CHF | 99,99% | 99,99% |
18/11/2024 | 3,66% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 115 854 | 69 486 | 52 120 CHF | 32 409 CHF | 100,00% | 100,00% |
15/11/2024 | 3,96% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 68 468 | 54 333 | 32 643 CHF | 26 762 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 990 | 75 000 | 52 081 CHF | 36 249 CHF | 98,90% | 98,90% |
13/11/2024 | 3,02% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 116 884 | 74 449 | 52 199 CHF | 34 300 CHF | 99,36% | 99,36% |
12/11/2024 | 2,48% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 101 502 | 75 000 | 52 156 CHF | 39 538 CHF | 98,84% | 98,84% |
11/11/2024 | 2,23% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 85 991 | 73 091 | 52 768 CHF | 45 874 CHF | 99,61% | 99,61% |
08/11/2024 | 2,37% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 000 | 75 000 | 53 495 CHF | 45 650 CHF | 100,00% | 100,00% |
07/11/2024 | 2,47% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 73 699 | 53 178 CHF | 50 230 CHF | 98,73% | 98,73% |