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 | 2,39% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 129 933 | 129 933 | 53 715 CHF | 55 015 CHF | 100,00% | 100,00% |
19/11/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 146 534 | 146 534 | 56 375 CHF | 57 840 CHF | 99,86% | 99,86% |
18/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 276 CHF | 54 526 CHF | 99,90% | 99,90% |
15/11/2024 | 2,05% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 119 537 | 119 537 | 57 574 CHF | 58 769 CHF | 100,00% | 100,00% |
14/11/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 60 355 CHF | 61 605 CHF | 99,96% | 99,96% |
13/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 819 CHF | 54 069 CHF | 100,00% | 100,00% |
12/11/2024 | 2,09% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 120 034 | 120 034 | 56 851 CHF | 58 051 CHF | 99,67% | 99,67% |
11/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 545 | 100 545 | 53 282 CHF | 54 288 CHF | 99,90% | 99,90% |
08/11/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 120 CHF | 57 370 CHF | 100,00% | 100,00% |
07/11/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 127 538 | 127 538 | 52 829 CHF | 54 105 CHF | 99,81% | 99,81% |