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 | 3,11% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 163 653 | 100 000 | 51 733 CHF | 32 665 CHF | 100,00% | 100,00% |
20/11/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 161 210 | 100 000 | 51 855 CHF | 33 209 CHF | 98,98% | 98,98% |
19/11/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 190 075 | 100 000 | 51 247 CHF | 27 982 CHF | 81,94% | 81,94% |
18/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 171 185 | 100 000 | 52 157 CHF | 31 479 CHF | 100,00% | 100,00% |
15/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 189 764 | 100 000 | 51 199 CHF | 28 014 CHF | 94,93% | 94,93% |
14/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 199 203 | 100 000 | 51 038 CHF | 26 633 CHF | 65,81% | 65,81% |
13/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 203 530 | 100 000 | 200 778 | 98 709 | 49 746 CHF | 25 438 CHF | 64,74% | 64,74% |
12/11/2024 | 3,47% | 0,23 CHF | 0,24 CHF | 203 412 | 100 000 | 180 556 | 100 000 | 51 106 CHF | 29 452 CHF | 100,00% | 100,00% |
11/11/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 128 855 | 100 000 | 52 215 CHF | 41 558 CHF | 100,00% | 100,00% |
08/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 684 | 100 000 | 51 859 CHF | 40 692 CHF | 100,00% | 100,00% |