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 | 3,84% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 057 CHF | 39 852 CHF | 99,26% | 99,26% |
19/11/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 717 CHF | 38 739 CHF | 99,28% | 99,28% |
18/11/2024 | 3,60% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 862 CHF | 42 454 CHF | 99,12% | 99,12% |
15/11/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 017 CHF | 41 172 CHF | 99,38% | 99,38% |
14/11/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 457 985 | 152 662 | 107 901 CHF | 37 494 CHF | 97,53% | 97,53% |
13/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 101 485 CHF | 35 829 CHF | 99,37% | 99,37% |
12/11/2024 | 4,86% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 566 417 | 188 806 | 113 969 CHF | 39 878 CHF | 99,25% | 99,25% |
11/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 365 CHF | 38 622 CHF | 99,37% | 99,37% |
08/11/2024 | 3,80% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 451 088 | 150 363 | 116 835 CHF | 40 449 CHF | 99,36% | 99,36% |
07/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 746 CHF | 46 415 CHF | 98,59% | 98,59% |