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 | 2,49% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 043 | 75 000 | 51 550 CHF | 30 481 CHF | 49,07% | 49,07% |
20/11/2024 | 2,36% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 123 725 | 75 000 | 51 890 CHF | 32 252 CHF | 89,29% | 89,29% |
19/11/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 138 274 | 75 000 | 134 295 | 73 453 | 43 643 CHF | 24 661 CHF | 100,00% | 100,00% |
18/11/2024 | 2,70% | 0,34 CHF | 0,35 CHF | 138 451 | 75 000 | 132 103 | 75 000 | 48 425 CHF | 28 441 CHF | 70,40% | 70,40% |
15/11/2024 | 2,60% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 132 681 | 75 000 | 50 515 CHF | 29 408 CHF | 89,68% | 89,68% |
14/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 137 986 | 75 000 | 138 728 | 75 000 | 47 536 CHF | 26 457 CHF | 99,52% | 99,52% |
13/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 142 156 | 75 000 | 141 962 | 74 146 | 35 343 CHF | 19 201 CHF | 99,32% | 99,32% |
12/11/2024 | 3,20% | 0,25 CHF | 0,26 CHF | 141 654 | 75 000 | 139 132 | 75 000 | 42 886 CHF | 23 872 CHF | 100,00% | 100,00% |
11/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 137 285 | 75 000 | 137 673 | 75 000 | 46 049 CHF | 25 837 CHF | 100,00% | 100,00% |
08/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 138 166 | 75 000 | 137 787 | 75 000 | 42 144 CHF | 23 691 CHF | 100,00% | 100,00% |