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 | 2,08% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 214 006 CHF | 72 836 CHF | 99,38% | 99,38% |
19/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 283 CHF | 66 261 CHF | 99,37% | 99,37% |
18/11/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 196 794 CHF | 67 098 CHF | 99,26% | 99,26% |
15/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 553 CHF | 71 684 CHF | 99,38% | 99,38% |
14/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 854 CHF | 71 118 CHF | 99,37% | 99,37% |
13/11/2024 | 2,22% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 008 CHF | 68 503 CHF | 99,37% | 99,37% |
12/11/2024 | 2,11% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 211 265 CHF | 71 922 CHF | 99,37% | 99,37% |
11/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 710 CHF | 79 070 CHF | 99,37% | 99,37% |
08/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 007 CHF | 78 169 CHF | 99,37% | 99,37% |
07/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 218 884 CHF | 74 462 CHF | 98,37% | 98,37% |