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 | 2,31% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 993 CHF | 65 831 CHF | 99,30% | 99,30% |
19/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 696 CHF | 62 399 CHF | 96,91% | 96,91% |
18/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 028 CHF | 64 843 CHF | 95,97% | 95,97% |
15/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 177 276 CHF | 60 592 CHF | 96,51% | 96,51% |
14/11/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 456 305 | 152 102 | 168 660 CHF | 57 741 CHF | 99,30% | 99,30% |
13/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 530 463 | 176 821 | 183 806 CHF | 63 037 CHF | 98,92% | 98,92% |
12/11/2024 | 2,61% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 454 621 | 151 540 | 172 188 CHF | 58 912 CHF | 99,37% | 99,37% |
11/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 092 CHF | 67 864 CHF | 99,27% | 99,27% |
08/11/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 685 CHF | 65 062 CHF | 99,35% | 99,35% |
07/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 950 CHF | 68 817 CHF | 98,59% | 98,59% |