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 | 3,97% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 166 CHF | 38 555 CHF | 99,22% | 99,22% |
19/11/2024 | 4,51% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 315 CHF | 34 272 CHF | 99,34% | 99,34% |
18/11/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 243 CHF | 35 581 CHF | 99,37% | 99,37% |
15/11/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 412 CHF | 42 304 CHF | 99,37% | 99,37% |
14/11/2024 | 4,05% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 452 CHF | 37 984 CHF | 98,19% | 98,19% |
13/11/2024 | 3,86% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 114 418 CHF | 39 639 CHF | 99,35% | 99,35% |
12/11/2024 | 4,82% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 606 CHF | 32 035 CHF | 96,15% | 96,15% |
11/11/2024 | 5,41% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 81 215 CHF | 28 572 CHF | 98,27% | 98,27% |
08/11/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 72 856 CHF | 25 785 CHF | 99,26% | 99,26% |
07/11/2024 | 6,91% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 569 325 | 189 775 | 79 404 CHF | 28 366 CHF | 98,61% | 98,61% |