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 | 1,97% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 303 CHF | 76 935 CHF | 98,88% | 98,88% |
19/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 205 890 CHF | 70 130 CHF | 95,76% | 95,76% |
18/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 979 CHF | 79 826 CHF | 97,02% | 97,02% |
15/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 430 CHF | 76 977 CHF | 94,43% | 94,43% |
14/11/2024 | 2,14% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 661 CHF | 71 054 CHF | 98,62% | 98,62% |
13/11/2024 | 2,24% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 897 | 150 299 | 199 903 CHF | 68 137 CHF | 98,27% | 98,27% |
12/11/2024 | 1,99% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 223 811 CHF | 76 104 CHF | 98,93% | 98,93% |
11/11/2024 | 2,03% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 220 062 CHF | 74 854 CHF | 98,92% | 98,92% |
08/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 466 209 | 155 403 | 198 032 CHF | 67 565 CHF | 97,33% | 97,33% |
07/11/2024 | 1,80% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 439 CHF | 84 313 CHF | 98,18% | 98,18% |