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 | 2,24% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 140 CHF | 67 880 CHF | 98,68% | 98,68% |
19/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 197 250 CHF | 67 250 CHF | 98,90% | 98,90% |
18/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 836 CHF | 63 779 CHF | 99,37% | 99,37% |
15/11/2024 | 2,65% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 023 CHF | 57 508 CHF | 99,39% | 99,39% |
14/11/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 901 CHF | 56 134 CHF | 97,77% | 97,77% |
13/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 521 CHF | 53 007 CHF | 98,99% | 98,99% |
12/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 180 CHF | 53 560 CHF | 95,50% | 95,50% |
11/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 327 CHF | 56 942 CHF | 98,54% | 98,54% |
08/11/2024 | 3,29% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 755 CHF | 46 418 CHF | 99,29% | 99,29% |
07/11/2024 | 3,77% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 568 305 | 189 435 | 147 731 CHF | 51 138 CHF | 98,59% | 98,59% |