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 | 2,71% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 154 323 | 154 323 | 56 232 CHF | 57 776 CHF | 99,49% | 99,49% |
19/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 715 | 125 715 | 54 089 CHF | 55 346 CHF | 98,53% | 98,53% |
18/11/2024 | 2,61% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 148 261 | 148 261 | 56 069 CHF | 57 551 CHF | 99,30% | 99,30% |
15/11/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 139 924 | 139 927 | 55 450 CHF | 56 850 CHF | 99,36% | 99,36% |
14/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 496 | 125 496 | 52 600 CHF | 53 854 CHF | 99,44% | 99,44% |
13/11/2024 | 2,93% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 883 | 149 882 | 50 656 CHF | 52 155 CHF | 94,54% | 94,54% |
12/11/2024 | 2,27% | 0,37 CHF | 0,38 CHF | 63 000 | 63 000 | 62 742 | 62 742 | 27 409 CHF | 28 036 CHF | 99,00% | 99,00% |
11/11/2024 | 2,82% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 81 487 | 81 487 | 28 403 CHF | 29 218 CHF | 98,33% | 98,33% |
08/11/2024 | 3,51% | 0,32 CHF | 0,33 CHF | 88 000 | 88 000 | 97 568 | 97 568 | 27 321 CHF | 28 297 CHF | 99,45% | 99,45% |
07/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 89 728 | 89 728 | 26 050 CHF | 26 947 CHF | 99,02% | 99,02% |