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 | 2,27% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 196 648 CHF | 67 049 CHF | 93,17% | 93,17% |
19/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 385 CHF | 66 295 CHF | 97,17% | 97,17% |
18/11/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 757 CHF | 72 752 CHF | 97,54% | 97,54% |
15/11/2024 | 2,12% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 195 CHF | 71 565 CHF | 93,43% | 93,43% |
14/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 762 CHF | 68 754 CHF | 95,39% | 95,39% |
13/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 451 503 | 150 501 | 189 049 CHF | 64 522 CHF | 97,72% | 97,72% |
12/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 487 552 | 162 517 | 198 426 CHF | 67 767 CHF | 96,56% | 96,56% |
11/11/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 797 CHF | 68 766 CHF | 93,63% | 93,63% |
08/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 479 543 | 159 848 | 198 031 CHF | 67 609 CHF | 95,71% | 95,71% |
07/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 189 704 CHF | 64 735 CHF | 96,17% | 96,17% |