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 | 2,12% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 669 CHF | 71 390 CHF | 97,79% | 97,79% |
19/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 215 175 CHF | 73 225 CHF | 98,49% | 98,49% |
18/11/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 960 CHF | 73 820 CHF | 98,90% | 98,90% |
15/11/2024 | 1,66% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 269 196 CHF | 91 232 CHF | 97,62% | 97,62% |
14/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 647 CHF | 99 049 CHF | 95,77% | 95,77% |
13/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 315 566 CHF | 106 689 CHF | 96,28% | 96,28% |
12/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 369 452 CHF | 124 651 CHF | 98,25% | 98,25% |
11/11/2024 | 1,24% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 502 CHF | 122 334 CHF | 97,66% | 97,66% |
08/11/2024 | 1,22% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 470 CHF | 123 990 CHF | 96,28% | 96,28% |
07/11/2024 | 1,41% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 671 CHF | 107 390 CHF | 98,03% | 98,03% |