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 | 3,92% | 0,24 CHF | 0,25 CHF | 144 965 | 50 000 | 144 207 | 50 000 | 36 093 CHF | 13 017 CHF | 100,00% | 100,00% |
19/11/2024 | 4,46% | 0,24 CHF | 0,25 CHF | 144 939 | 50 000 | 146 389 | 50 000 | 32 179 CHF | 11 497 CHF | 100,00% | 100,00% |
18/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 145 740 | 50 000 | 146 495 | 50 000 | 33 494 CHF | 11 934 CHF | 100,00% | 100,00% |
15/11/2024 | 4,26% | 0,25 CHF | 0,26 CHF | 145 189 | 50 000 | 146 593 | 50 000 | 33 771 CHF | 12 024 CHF | 100,00% | 100,00% |
14/11/2024 | 5,13% | 0,21 CHF | 0,22 CHF | 148 370 | 50 000 | 150 022 | 50 000 | 28 637 CHF | 10 049 CHF | 99,22% | 99,22% |
13/11/2024 | 5,92% | 0,17 CHF | 0,18 CHF | 151 119 | 50 000 | 150 806 | 49 448 | 24 953 CHF | 8 679 CHF | 99,36% | 99,36% |
12/11/2024 | 5,41% | 0,17 CHF | 0,18 CHF | 150 221 | 50 000 | 149 796 | 50 000 | 26 945 CHF | 9 494 CHF | 100,00% | 100,00% |
11/11/2024 | 4,06% | 0,22 CHF | 0,23 CHF | 146 463 | 50 000 | 144 203 | 50 000 | 34 881 CHF | 12 598 CHF | 100,00% | 100,00% |
08/11/2024 | 10,24% | 0,21 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 985 CHF | 4 414 CHF | 100,00% | 100,00% |
07/11/2024 | 4,45% | 0,24 CHF | 0,25 CHF | 142 977 | 50 000 | 144 912 | 48 697 | 32 768 CHF | 11 506 CHF | 98,73% | 98,73% |