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 | 3,03% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 146 704 CHF | 50 401 CHF | 88,20% | 88,20% |
19/11/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 486 051 | 162 017 | 140 063 CHF | 48 308 CHF | 88,27% | 88,27% |
18/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 493 CHF | 47 664 CHF | 89,51% | 89,51% |
15/11/2024 | 2,68% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 165 662 CHF | 56 721 CHF | 93,37% | 93,37% |
14/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 726 CHF | 57 742 CHF | 90,02% | 90,02% |
13/11/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 167 493 CHF | 57 331 CHF | 96,34% | 96,34% |
12/11/2024 | 2,45% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 740 CHF | 62 080 CHF | 94,51% | 94,51% |
11/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 220 840 CHF | 75 113 CHF | 92,94% | 92,94% |
08/11/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 187 525 CHF | 64 008 CHF | 95,75% | 95,75% |
07/11/2024 | 2,24% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 344 CHF | 68 281 CHF | 95,13% | 95,13% |