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 | 3,62% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 199 767 | 199 767 | 54 201 CHF | 56 199 CHF | 99,02% | 99,02% |
19/11/2024 | 3,00% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 171 190 | 171 190 | 56 223 CHF | 57 935 CHF | 98,57% | 98,57% |
18/11/2024 | 2,65% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 988 CHF | 57 488 CHF | 99,31% | 99,31% |
15/11/2024 | 3,05% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 172 170 | 172 170 | 55 491 CHF | 57 212 CHF | 98,23% | 98,23% |
14/11/2024 | 3,51% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 192 182 | 192 182 | 53 847 CHF | 55 769 CHF | 98,78% | 98,78% |
13/11/2024 | 3,43% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 165 387 | 165 387 | 47 348 CHF | 49 001 CHF | 99,15% | 99,15% |
12/11/2024 | 3,63% | 0,30 CHF | 0,31 CHF | 88 000 | 88 000 | 98 880 | 98 880 | 26 751 CHF | 27 740 CHF | 99,14% | 99,14% |
11/11/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 101 568 | 101 568 | 25 315 CHF | 26 331 CHF | 99,23% | 99,23% |
08/11/2024 | 3,95% | 0,23 CHF | 0,24 CHF | 113 000 | 113 000 | 101 427 | 101 427 | 25 160 CHF | 26 174 CHF | 99,47% | 99,47% |
07/11/2024 | 3,78% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 99 908 | 99 908 | 25 932 CHF | 26 931 CHF | 99,28% | 99,28% |