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 | 1,16% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 63 197 | 52 687 | 55 434 CHF | 46 821 CHF | 99,65% | 99,65% |
19/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 63 200 | 52 694 | 57 443 CHF | 48 516 CHF | 99,58% | 99,58% |
18/11/2024 | 1,17% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 63 196 | 52 681 | 55 268 CHF | 46 588 CHF | 99,66% | 99,66% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 100 000 | 100 000 | 67 181 | 58 113 | 65 799 CHF | 57 465 CHF | 98,78% | 98,78% |
14/11/2024 | 1,14% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 64 837 | 53 521 | 59 542 CHF | 49 937 CHF | 84,27% | 84,27% |
13/11/2024 | 1,35% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 71 093 | 53 402 | 54 864 CHF | 41 832 CHF | 97,13% | 97,13% |
12/11/2024 | 1,48% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 73 389 | 52 717 | 53 639 CHF | 39 284 CHF | 99,53% | 99,53% |
11/11/2024 | 2,00% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 93 940 | 52 675 | 52 140 CHF | 29 752 CHF | 99,68% | 99,68% |
08/11/2024 | 2,21% | 0,48 CHF | 0,50 CHF | 110 000 | 25 000 | 100 577 | 25 000 | 50 618 CHF | 12 865 CHF | 51,89% | 58,92% |
07/11/2024 | 2,17% | 0,39 CHF | 0,55 CHF | 130 000 | 25 000 | 100 000 | 25 000 | 53 000 CHF | 13 541 CHF | 1,49% | 87,62% |