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 | 5,07% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 86 574 CHF | 30 358 CHF | 99,37% | 99,37% |
19/11/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 80 185 CHF | 28 228 CHF | 99,37% | 99,37% |
18/11/2024 | 5,31% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 600 CHF | 29 033 CHF | 99,26% | 99,26% |
15/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 817 CHF | 27 106 CHF | 99,38% | 99,38% |
14/11/2024 | 6,28% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 69 775 CHF | 24 758 CHF | 99,38% | 99,38% |
13/11/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 994 CHF | 22 165 CHF | 99,38% | 99,38% |
12/11/2024 | 6,40% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 68 164 CHF | 24 221 CHF | 99,38% | 99,38% |
11/11/2024 | 6,10% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 71 550 CHF | 25 350 CHF | 99,38% | 99,38% |
08/11/2024 | 5,72% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 492 CHF | 26 997 CHF | 99,37% | 99,37% |
07/11/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 540 CHF | 27 013 CHF | 98,38% | 98,38% |