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 | 2,82% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 147 426 | 75 000 | 51 571 CHF | 27 003 CHF | 94,79% | 94,79% |
19/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 157 773 | 75 000 | 52 240 CHF | 25 598 CHF | 100,00% | 100,00% |
18/11/2024 | 4,73% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 75 789 | 46 607 | 26 866 CHF | 17 191 CHF | 87,49% | 87,49% |
15/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 140 921 | 75 000 | 51 434 CHF | 28 135 CHF | 98,83% | 98,83% |
14/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 149 488 | 75 000 | 51 553 CHF | 26 667 CHF | 83,23% | 83,23% |
13/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 157 259 | 74 112 | 52 267 CHF | 25 387 CHF | 94,16% | 94,16% |
12/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 158 047 | 75 000 | 52 290 CHF | 25 572 CHF | 84,17% | 84,17% |
11/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 131 605 | 75 000 | 52 320 CHF | 30 583 CHF | 94,79% | 94,79% |
08/11/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 141 781 | 75 000 | 51 021 CHF | 27 749 CHF | 100,00% | 100,00% |
07/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 143 260 | 72 251 | 51 093 CHF | 26 583 CHF | 93,52% | 93,52% |