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 | 3,58% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 123 787 CHF | 42 762 CHF | 98,68% | 98,68% |
19/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 231 CHF | 43 244 CHF | 98,62% | 98,62% |
18/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 475 218 | 158 406 | 106 349 CHF | 37 034 CHF | 98,70% | 98,70% |
15/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 114 757 CHF | 39 752 CHF | 98,27% | 98,27% |
14/11/2024 | 3,08% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 605 CHF | 49 702 CHF | 97,75% | 97,75% |
13/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 079 CHF | 57 860 CHF | 98,92% | 98,92% |
12/11/2024 | 3,57% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 373 CHF | 42 958 CHF | 97,69% | 97,69% |
11/11/2024 | 3,36% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 132 171 CHF | 45 557 CHF | 98,94% | 98,94% |
08/11/2024 | 3,22% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 137 947 CHF | 47 482 CHF | 98,88% | 98,88% |
07/11/2024 | 3,99% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 541 447 | 180 482 | 132 520 CHF | 45 978 CHF | 98,05% | 98,05% |