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 | 2,60% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 170 959 CHF | 58 486 CHF | 99,33% | 99,33% |
19/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 980 CHF | 53 494 CHF | 96,69% | 96,69% |
18/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 162 412 CHF | 55 637 CHF | 97,55% | 97,55% |
15/11/2024 | 2,64% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 391 CHF | 57 630 CHF | 96,38% | 96,38% |
14/11/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 003 CHF | 62 168 CHF | 99,35% | 99,35% |
13/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 147 CHF | 63 549 CHF | 98,77% | 98,77% |
12/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 191 951 CHF | 65 484 CHF | 99,36% | 99,36% |
11/11/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 064 CHF | 69 188 CHF | 99,33% | 99,33% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 206 598 CHF | 70 366 CHF | 99,34% | 99,34% |
07/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 398 CHF | 71 633 CHF | 98,66% | 98,66% |