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 | 2,45% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 802 CHF | 62 101 CHF | 99,38% | 99,38% |
19/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 097 CHF | 55 866 CHF | 96,68% | 96,68% |
18/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 263 CHF | 57 588 CHF | 97,65% | 97,65% |
15/11/2024 | 2,45% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 711 CHF | 62 070 CHF | 96,51% | 96,51% |
14/11/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 195 749 CHF | 66 750 CHF | 99,38% | 99,38% |
13/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 837 CHF | 68 779 CHF | 98,75% | 98,75% |
12/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 575 CHF | 71 359 CHF | 99,36% | 99,36% |
11/11/2024 | 2,01% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 222 189 CHF | 75 563 CHF | 99,33% | 99,33% |
08/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 510 CHF | 75 337 CHF | 99,29% | 99,29% |
07/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 835 CHF | 77 112 CHF | 98,65% | 98,65% |