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 | 2,78% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 442 CHF | 54 981 CHF | 97,80% | 97,80% |
19/11/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 227 CHF | 50 576 CHF | 97,48% | 97,48% |
18/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 817 CHF | 53 439 CHF | 98,77% | 98,77% |
15/11/2024 | 2,47% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 078 CHF | 61 526 CHF | 97,53% | 97,53% |
14/11/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 189 749 CHF | 64 750 CHF | 95,76% | 95,76% |
13/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 175 710 CHF | 60 070 CHF | 97,29% | 97,29% |
12/11/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 159 601 CHF | 54 700 CHF | 96,37% | 96,37% |
11/11/2024 | 2,52% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 322 CHF | 60 274 CHF | 97,51% | 97,51% |
08/11/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 853 CHF | 63 118 CHF | 97,44% | 97,44% |
07/11/2024 | 2,56% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 657 CHF | 59 386 CHF | 96,87% | 96,87% |