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 | 5,68% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 78 395 CHF | 27 632 CHF | 98,68% | 98,68% |
19/11/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 88 564 CHF | 31 021 CHF | 99,37% | 99,37% |
18/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 86 022 CHF | 30 174 CHF | 99,26% | 99,26% |
15/11/2024 | 5,15% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 531 CHF | 30 010 CHF | 99,38% | 99,38% |
14/11/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 86 296 CHF | 30 265 CHF | 99,37% | 99,37% |
13/11/2024 | 5,27% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 348 CHF | 29 283 CHF | 99,37% | 99,37% |
12/11/2024 | 5,61% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 78 146 CHF | 27 549 CHF | 99,38% | 99,38% |
11/11/2024 | 5,40% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 149 965 | 81 171 CHF | 28 550 CHF | 99,38% | 99,38% |
08/11/2024 | 5,57% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 79 231 CHF | 27 910 CHF | 99,38% | 99,38% |
07/11/2024 | 4,78% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 92 745 CHF | 32 415 CHF | 98,37% | 98,37% |