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 | 3,89% | 0,27 CHF | 0,28 CHF | 135 647 | 75 000 | 135 088 | 75 000 | 34 150 CHF | 19 708 CHF | 94,79% | 94,79% |
19/11/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 135 333 | 75 000 | 135 759 | 75 000 | 37 726 CHF | 21 589 CHF | 100,00% | 100,00% |
18/11/2024 | 6,11% | 0,24 CHF | 0,25 CHF | 134 707 | 75 000 | 73 801 | 51 451 | 17 746 CHF | 12 934 CHF | 100,00% | 100,00% |
15/11/2024 | 4,20% | 0,22 CHF | 0,23 CHF | 134 311 | 75 000 | 134 807 | 75 000 | 31 516 CHF | 18 280 CHF | 100,00% | 100,00% |
14/11/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 135 381 | 75 000 | 136 014 | 75 000 | 35 506 CHF | 20 323 CHF | 83,69% | 83,69% |
13/11/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 136 089 | 75 000 | 135 727 | 74 112 | 37 652 CHF | 21 299 CHF | 94,16% | 94,16% |
12/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 135 885 | 75 000 | 135 769 | 75 000 | 38 995 CHF | 22 290 CHF | 84,37% | 84,37% |
11/11/2024 | 5,01% | 0,22 CHF | 0,23 CHF | 132 890 | 75 000 | 131 716 | 75 000 | 25 689 CHF | 15 375 CHF | 94,79% | 94,79% |
08/11/2024 | 3,97% | 0,22 CHF | 0,23 CHF | 132 048 | 75 000 | 132 847 | 75 000 | 32 908 CHF | 19 326 CHF | 100,00% | 100,00% |
07/11/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 133 068 | 75 000 | 133 657 | 72 251 | 34 065 CHF | 19 085 CHF | 93,52% | 93,52% |