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 | 2,19% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 475 CHF | 69 325 CHF | 98,93% | 98,93% |
19/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 107 CHF | 67 869 CHF | 95,77% | 95,77% |
18/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 088 CHF | 92 863 CHF | 96,95% | 96,95% |
15/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 439 CHF | 101 980 CHF | 94,77% | 94,77% |
14/11/2024 | 1,33% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 220 CHF | 113 573 CHF | 98,56% | 98,56% |
13/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 215 592 CHF | 73 364 CHF | 98,29% | 98,29% |
12/11/2024 | 1,79% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 249 804 CHF | 84 768 CHF | 98,33% | 98,33% |
11/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 087 CHF | 99 862 CHF | 98,73% | 98,73% |
08/11/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 745 CHF | 93 415 CHF | 97,70% | 97,70% |
07/11/2024 | 1,52% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 294 272 CHF | 99 591 CHF | 98,15% | 98,15% |