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 | 2,84% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 52 134 CHF | 17 878 CHF | 99,17% | 99,17% |
19/11/2024 | 2,79% | 0,37 CHF | 0,38 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 53 031 CHF | 18 177 CHF | 99,16% | 99,16% |
18/11/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 54 769 CHF | 18 756 CHF | 99,22% | 99,22% |
15/11/2024 | 2,73% | 0,39 CHF | 0,40 CHF | 150 000 | 50 000 | 150 428 | 50 143 | 54 389 CHF | 18 631 CHF | 99,16% | 99,16% |
14/11/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 214 564 | 71 521 | 69 586 CHF | 23 910 CHF | 99,15% | 99,15% |
13/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 64 702 CHF | 22 317 CHF | 99,16% | 99,16% |
12/11/2024 | 3,72% | 0,23 CHF | 0,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 59 589 CHF | 20 613 CHF | 99,17% | 99,17% |
11/11/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 225 000 | 75 000 | 221 993 | 73 998 | 80 964 CHF | 27 728 CHF | 99,16% | 99,16% |
08/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 83 160 CHF | 28 470 CHF | 99,16% | 99,16% |
07/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 79 737 CHF | 27 329 CHF | 98,19% | 98,19% |