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 | 4,19% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 603 CHF | 36 701 CHF | 98,94% | 98,94% |
19/11/2024 | 4,66% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 95 485 CHF | 33 328 CHF | 90,20% | 90,20% |
18/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 133 CHF | 47 545 CHF | 97,15% | 97,15% |
15/11/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 037 CHF | 52 846 CHF | 98,34% | 98,34% |
14/11/2024 | 3,00% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 149 275 CHF | 51 258 CHF | 98,90% | 98,90% |
13/11/2024 | 3,39% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 985 CHF | 45 495 CHF | 96,41% | 96,41% |
12/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 179 341 CHF | 61 280 CHF | 93,99% | 93,99% |
11/11/2024 | 3,38% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 173 CHF | 45 891 CHF | 97,90% | 97,90% |
08/11/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 96 430 CHF | 33 643 CHF | 93,11% | 93,11% |
07/11/2024 | 4,17% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 731 CHF | 36 744 CHF | 98,18% | 98,18% |