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 | 5,08% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 86 547 CHF | 30 349 CHF | 97,83% | 97,83% |
19/11/2024 | 4,81% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 459 375 | 153 125 | 93 229 CHF | 32 607 CHF | 97,35% | 97,35% |
18/11/2024 | 4,78% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 457 427 | 152 476 | 93 473 CHF | 32 682 CHF | 99,15% | 99,15% |
15/11/2024 | 3,09% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 928 CHF | 49 809 CHF | 97,67% | 97,67% |
14/11/2024 | 2,64% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 983 CHF | 57 828 CHF | 97,05% | 97,05% |
13/11/2024 | 2,29% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 705 CHF | 66 402 CHF | 96,22% | 96,22% |
12/11/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 249 469 CHF | 84 656 CHF | 84,28% | 97,55% |
11/11/2024 | 1,89% | 0,61 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 582 CHF | 80 028 CHF | 75,20% | 97,49% |
08/11/2024 | 1,78% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 250 504 CHF | 85 001 CHF | 96,17% | 96,17% |
07/11/2024 | 2,28% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 197 554 CHF | 67 351 CHF | 96,87% | 96,87% |