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 | 2,23% | 0,88 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 670 CHF | 48 288 CHF | 100,00% | 100,00% |
19/11/2024 | 2,24% | 0,90 CHF | 0,92 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 732 CHF | 47 495 CHF | 100,00% | 100,00% |
18/11/2024 | 2,58% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 241 | 50 000 | 50 958 CHF | 43 403 CHF | 100,00% | 100,00% |
15/11/2024 | 2,46% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 188 | 50 000 | 51 174 CHF | 43 575 CHF | 100,00% | 100,00% |
14/11/2024 | 2,42% | 0,85 CHF | 0,88 CHF | 60 000 | 50 000 | 60 975 | 50 000 | 51 631 CHF | 43 390 CHF | 98,87% | 98,87% |
13/11/2024 | 2,63% | 0,82 CHF | 0,85 CHF | 70 000 | 50 000 | 70 000 | 49 435 | 56 051 CHF | 40 630 CHF | 99,40% | 99,40% |
12/11/2024 | 2,48% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 833 | 50 000 | 51 866 CHF | 43 715 CHF | 100,00% | 100,00% |
11/11/2024 | 2,55% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 835 CHF | 41 645 CHF | 100,00% | 100,00% |
08/11/2024 | 2,78% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 74 703 | 50 000 | 54 069 CHF | 37 303 CHF | 100,00% | 100,00% |
07/11/2024 | 2,98% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 73 485 | 48 722 | 52 599 CHF | 35 938 CHF | 98,89% | 98,89% |