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 | 2,11% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 211 110 CHF | 71 870 CHF | 98,95% | 98,95% |
19/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 972 CHF | 68 491 CHF | 90,22% | 90,22% |
18/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 874 CHF | 82 791 CHF | 96,87% | 96,87% |
15/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 574 CHF | 88 025 CHF | 98,33% | 98,33% |
14/11/2024 | 1,76% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 254 805 CHF | 86 435 CHF | 98,91% | 98,91% |
13/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 562 CHF | 80 687 CHF | 96,40% | 96,40% |
12/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 987 CHF | 96 496 CHF | 93,94% | 93,94% |
11/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 560 CHF | 80 687 CHF | 97,90% | 97,90% |
08/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 195 111 CHF | 66 537 CHF | 93,08% | 93,08% |
07/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 042 CHF | 70 847 CHF | 98,20% | 98,20% |