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 | 4,04% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 245 CHF | 37 915 CHF | 99,37% | 99,37% |
19/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 227 179 | 150 000 | 47 842 CHF | 32 919 CHF | 99,37% | 99,37% |
18/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 33 334 CHF | 34 834 CHF | 99,22% | 99,22% |
15/11/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 33 407 CHF | 34 907 CHF | 99,38% | 99,38% |
14/11/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 37 202 CHF | 38 702 CHF | 99,37% | 99,37% |
13/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 150 000 | 149 944 | 38 475 CHF | 39 960 CHF | 99,36% | 99,36% |
12/11/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 151 312 | 149 936 | 42 724 CHF | 43 830 CHF | 99,37% | 99,37% |
11/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 149 951 | 141 143 CHF | 48 532 CHF | 99,37% | 99,37% |
08/11/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 145 843 CHF | 50 115 CHF | 99,25% | 99,25% |
07/11/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 151 565 CHF | 52 022 CHF | 99,29% | 99,29% |