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 | 2,21% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 501 CHF | 68 667 CHF | 97,87% | 97,87% |
19/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 195 937 CHF | 66 812 CHF | 90,42% | 90,42% |
18/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 447 CHF | 68 649 CHF | 94,74% | 94,74% |
15/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 548 CHF | 65 683 CHF | 97,47% | 97,47% |
14/11/2024 | 2,59% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 172 131 CHF | 58 877 CHF | 97,96% | 97,96% |
13/11/2024 | 2,74% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 162 570 CHF | 55 690 CHF | 96,25% | 96,25% |
12/11/2024 | 2,30% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 193 507 CHF | 66 002 CHF | 94,77% | 94,77% |
11/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 187 348 CHF | 63 949 CHF | 98,75% | 98,75% |
08/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 507 CHF | 61 669 CHF | 98,45% | 98,45% |
07/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 220 549 CHF | 75 016 CHF | 98,21% | 98,21% |