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 | 3,36% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 755 CHF | 45 418 CHF | 99,38% | 99,38% |
19/11/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 306 CHF | 40 269 CHF | 96,68% | 96,68% |
18/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 910 CHF | 42 137 CHF | 97,58% | 97,58% |
15/11/2024 | 3,35% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 132 262 CHF | 45 587 CHF | 96,38% | 96,38% |
14/11/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 143 607 CHF | 49 369 CHF | 99,30% | 99,30% |
13/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 148 345 CHF | 50 948 CHF | 98,75% | 98,75% |
12/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 052 CHF | 53 184 CHF | 99,35% | 99,35% |
11/11/2024 | 2,67% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 330 CHF | 56 943 CHF | 99,32% | 99,32% |
08/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 167 098 CHF | 57 199 CHF | 99,33% | 99,33% |
07/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 283 CHF | 58 595 CHF | 98,66% | 98,66% |