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 | 4,31% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 260 CHF | 35 587 CHF | 99,36% | 99,36% |
19/11/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 274 CHF | 37 591 CHF | 99,28% | 99,28% |
18/11/2024 | 4,22% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 677 CHF | 36 392 CHF | 99,38% | 99,38% |
15/11/2024 | 4,31% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 246 CHF | 35 582 CHF | 99,39% | 99,39% |
14/11/2024 | 4,80% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 629 CHF | 32 043 CHF | 98,02% | 98,02% |
13/11/2024 | 6,40% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 90 929 CHF | 32 310 CHF | 99,35% | 99,35% |
12/11/2024 | 5,37% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 473 424 | 157 808 | 85 734 CHF | 30 156 CHF | 98,70% | 98,70% |
11/11/2024 | 4,31% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 262 CHF | 35 588 CHF | 99,37% | 99,37% |
08/11/2024 | 4,00% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 379 CHF | 38 293 CHF | 93,11% | 93,11% |
07/11/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 410 CHF | 45 303 CHF | 98,61% | 98,61% |