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 | 2,00% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 222 520 CHF | 75 673 CHF | 88,20% | 88,20% |
19/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 030 CHF | 69 177 CHF | 88,27% | 88,27% |
18/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 307 CHF | 72 602 CHF | 89,49% | 89,49% |
15/11/2024 | 1,83% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 279 CHF | 82 593 CHF | 93,28% | 93,28% |
14/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 744 CHF | 83 748 CHF | 90,21% | 90,21% |
13/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 244 210 CHF | 82 903 CHF | 96,12% | 96,12% |
12/11/2024 | 1,72% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 678 CHF | 88 059 CHF | 94,48% | 94,48% |
11/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 171 CHF | 101 890 CHF | 92,97% | 92,97% |
08/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 264 927 CHF | 89 809 CHF | 95,78% | 95,78% |
07/11/2024 | 1,61% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 354 CHF | 94 285 CHF | 95,08% | 95,08% |