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 | 4,25% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 770 CHF | 36 090 CHF | 97,85% | 97,85% |
19/11/2024 | 4,48% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 340 CHF | 34 280 CHF | 90,42% | 90,42% |
18/11/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 963 CHF | 36 155 CHF | 94,75% | 94,75% |
15/11/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 350 CHF | 32 950 CHF | 97,47% | 97,47% |
14/11/2024 | 5,98% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 74 087 CHF | 26 196 CHF | 97,95% | 97,95% |
13/11/2024 | 6,82% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 64 741 CHF | 23 080 CHF | 96,16% | 96,16% |
12/11/2024 | 4,61% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 95 739 CHF | 33 413 CHF | 94,67% | 94,67% |
11/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 89 750 CHF | 31 417 CHF | 98,75% | 98,75% |
08/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 582 CHF | 29 027 CHF | 98,45% | 98,45% |
07/11/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 273 CHF | 42 258 CHF | 98,20% | 98,20% |