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 | 4,26% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 439 CHF | 35 980 CHF | 99,16% | 99,16% |
19/11/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 071 CHF | 34 190 CHF | 99,16% | 99,16% |
18/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 103 CHF | 40 201 CHF | 99,22% | 99,22% |
15/11/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 342 CHF | 39 948 CHF | 99,17% | 99,17% |
14/11/2024 | 4,14% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 768 CHF | 37 089 CHF | 99,15% | 99,15% |
13/11/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 200 CHF | 34 900 CHF | 99,16% | 99,16% |
12/11/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 99 831 CHF | 34 777 CHF | 99,16% | 99,16% |
11/11/2024 | 3,38% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 105 CHF | 45 202 CHF | 99,16% | 99,16% |
08/11/2024 | 3,93% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 292 CHF | 38 931 CHF | 99,16% | 99,16% |
07/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 643 CHF | 38 381 CHF | 98,18% | 98,18% |