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 | 2,99% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 148 152 CHF | 50 884 CHF | 99,54% | 99,54% |
19/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 017 CHF | 50 506 CHF | 99,26% | 99,26% |
18/11/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 927 CHF | 51 809 CHF | 99,55% | 99,55% |
15/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 149 286 CHF | 51 262 CHF | 99,39% | 99,39% |
14/11/2024 | 4,05% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 245 CHF | 50 415 CHF | 97,56% | 97,56% |
13/11/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 896 CHF | 48 299 CHF | 99,38% | 99,38% |
12/11/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 125 776 CHF | 43 925 CHF | 93,84% | 93,84% |
11/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 112 477 CHF | 39 492 CHF | 99,37% | 99,37% |
08/11/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 113 913 CHF | 39 971 CHF | 93,11% | 93,11% |
07/11/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 704 CHF | 43 235 CHF | 98,60% | 98,60% |