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 | 6,46% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 68 994 CHF | 24 498 CHF | 98,68% | 98,68% |
19/11/2024 | 5,53% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 79 230 CHF | 27 910 CHF | 99,37% | 99,37% |
18/11/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 86 396 CHF | 30 299 CHF | 99,26% | 99,26% |
15/11/2024 | 5,32% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 465 CHF | 28 988 CHF | 99,38% | 99,38% |
14/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 889 CHF | 29 463 CHF | 99,37% | 99,37% |
13/11/2024 | 5,70% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 819 CHF | 27 106 CHF | 99,37% | 99,37% |
12/11/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 753 CHF | 29 084 CHF | 99,38% | 99,38% |
11/11/2024 | 5,13% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 554 CHF | 30 018 CHF | 99,38% | 99,38% |
08/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 74 912 CHF | 26 471 CHF | 99,38% | 99,38% |
07/11/2024 | 4,94% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 937 CHF | 31 146 CHF | 98,38% | 98,38% |