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 | 2,54% | 0,39 CHF | 0,40 CHF | 126 262 | 75 000 | 126 020 | 75 000 | 48 947 CHF | 29 882 CHF | 100,00% | 100,00% |
19/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 126 698 | 75 000 | 127 358 | 75 000 | 44 862 CHF | 27 171 CHF | 100,00% | 100,00% |
18/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 126 822 | 75 000 | 127 674 | 75 000 | 45 709 CHF | 27 603 CHF | 100,00% | 100,00% |
15/11/2024 | 2,53% | 0,36 CHF | 0,37 CHF | 128 051 | 75 000 | 126 401 | 75 000 | 49 405 CHF | 30 070 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 52 110 CHF | 33 319 CHF | 81,14% | 81,14% |
13/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 117 220 | 74 437 | 52 942 CHF | 34 399 CHF | 99,40% | 99,40% |
12/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 111 971 | 75 000 | 52 311 CHF | 35 849 CHF | 100,00% | 100,00% |
11/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 579 CHF | 39 434 CHF | 100,00% | 100,00% |
08/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 015 | 75 000 | 51 250 CHF | 39 182 CHF | 100,00% | 100,00% |
07/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 93 942 | 73 746 | 52 117 CHF | 41 740 CHF | 99,05% | 99,05% |