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 | 1,96% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 227 339 CHF | 77 280 CHF | 99,25% | 99,25% |
19/11/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 214 645 CHF | 73 048 CHF | 96,44% | 96,44% |
18/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 222 819 CHF | 75 773 CHF | 95,61% | 95,61% |
15/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 207 998 CHF | 70 833 CHF | 96,59% | 96,59% |
14/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 788 CHF | 66 429 CHF | 99,32% | 99,32% |
13/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 379 CHF | 62 626 CHF | 98,93% | 98,93% |
12/11/2024 | 2,24% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 261 CHF | 67 920 CHF | 99,38% | 99,38% |
11/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 231 791 CHF | 78 764 CHF | 99,27% | 99,27% |
08/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 864 CHF | 75 455 CHF | 99,35% | 99,35% |
07/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 504 CHF | 79 668 CHF | 98,73% | 98,73% |