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 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 52 317 CHF | 17 939 CHF | 99,17% | 99,17% |
19/11/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 51 105 CHF | 17 535 CHF | 99,17% | 99,17% |
18/11/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 54 023 CHF | 18 508 CHF | 99,22% | 99,22% |
15/11/2024 | 2,74% | 0,39 CHF | 0,40 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 53 963 CHF | 18 488 CHF | 99,16% | 99,16% |
14/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 51 597 CHF | 17 699 CHF | 99,15% | 99,15% |
13/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 150 000 | 50 000 | 161 536 | 53 845 | 52 185 CHF | 17 933 CHF | 99,16% | 99,16% |
12/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 225 000 | 75 000 | 219 584 | 73 195 | 67 961 CHF | 23 385 CHF | 99,15% | 99,15% |
11/11/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 56 018 CHF | 19 173 CHF | 99,16% | 99,16% |
08/11/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 55 240 CHF | 18 913 CHF | 99,16% | 99,16% |
07/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 55 244 CHF | 18 915 CHF | 98,18% | 98,18% |