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 | 4,50% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 219 | 249 219 | 54 111 CHF | 56 603 CHF | 99,37% | 99,37% |
20/11/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 856 | 202 856 | 51 413 CHF | 53 442 CHF | 99,39% | 99,39% |
19/11/2024 | 3,72% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 201 431 | 201 431 | 53 165 CHF | 55 179 CHF | 99,27% | 99,27% |
18/11/2024 | 3,35% | 0,27 CHF | 0,28 CHF | 175 000 | 175 000 | 181 289 | 181 289 | 53 237 CHF | 55 050 CHF | 99,28% | 99,28% |
15/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 169 405 | 169 405 | 55 067 CHF | 56 761 CHF | 99,39% | 99,39% |
14/11/2024 | 2,30% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 132 367 | 132 367 | 57 035 CHF | 58 359 CHF | 99,36% | 99,36% |
13/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 116 462 | 116 462 | 57 186 CHF | 58 351 CHF | 99,38% | 99,38% |
12/11/2024 | 1,82% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 493 CHF | 55 493 CHF | 99,05% | 99,05% |
11/11/2024 | 1,65% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 129 CHF | 61 129 CHF | 99,21% | 99,21% |
08/11/2024 | 1,94% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 110 644 | 110 644 | 56 529 CHF | 57 635 CHF | 99,39% | 99,39% |