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 | 2,55% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 862 CHF | 59 787 CHF | 93,33% | 93,33% |
19/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 297 CHF | 59 266 CHF | 96,48% | 96,48% |
18/11/2024 | 2,30% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 193 128 CHF | 65 876 CHF | 98,16% | 98,16% |
15/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 189 915 CHF | 64 805 CHF | 94,13% | 94,13% |
14/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 035 CHF | 61 845 CHF | 95,34% | 95,34% |
13/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 167 747 CHF | 57 416 CHF | 97,40% | 97,40% |
12/11/2024 | 2,73% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 463 110 | 154 370 | 167 275 CHF | 57 302 CHF | 96,77% | 96,77% |
11/11/2024 | 2,45% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 844 CHF | 62 115 CHF | 93,35% | 93,35% |
08/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 166 | 150 055 | 165 565 CHF | 56 689 CHF | 96,40% | 96,40% |
07/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 415 CHF | 57 972 CHF | 96,10% | 96,10% |