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 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 111 664 | 100 000 | 52 162 CHF | 47 749 CHF | 99,98% | 99,98% |
20/11/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 594 | 100 000 | 52 314 CHF | 48 315 CHF | 98,98% | 98,98% |
19/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 122 492 | 100 000 | 51 329 CHF | 42 925 CHF | 100,00% | 100,00% |
18/11/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 113 880 | 100 000 | 51 789 CHF | 46 504 CHF | 100,00% | 100,00% |
15/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 123 074 | 100 000 | 51 569 CHF | 42 930 CHF | 100,00% | 100,00% |
14/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 129 376 | 100 000 | 52 167 CHF | 41 338 CHF | 99,22% | 99,22% |
13/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 184 | 99 159 | 51 833 CHF | 40 472 CHF | 99,36% | 99,36% |
12/11/2024 | 2,28% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 120 231 | 100 000 | 52 121 CHF | 44 452 CHF | 100,00% | 100,00% |
11/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 558 CHF | 56 558 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 692 CHF | 55 692 CHF | 100,00% | 100,00% |