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 | 2,32% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 191 992 CHF | 65 497 CHF | 97,89% | 97,89% |
19/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 214 CHF | 63 571 CHF | 97,27% | 97,27% |
18/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 198 439 CHF | 67 646 CHF | 97,85% | 97,85% |
15/11/2024 | 2,45% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 860 CHF | 62 120 CHF | 98,07% | 98,07% |
14/11/2024 | 2,45% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 131 CHF | 62 210 CHF | 96,59% | 96,59% |
13/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 168 196 CHF | 57 565 CHF | 98,62% | 98,62% |
12/11/2024 | 2,86% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 032 CHF | 53 177 CHF | 90,87% | 90,87% |
11/11/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 465 344 | 155 115 | 140 725 CHF | 48 460 CHF | 93,93% | 93,93% |
08/11/2024 | 2,96% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 424 | 150 141 | 150 230 CHF | 51 578 CHF | 97,10% | 97,10% |
07/11/2024 | 3,23% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 463 466 | 154 489 | 140 864 CHF | 48 500 CHF | 97,05% | 97,05% |