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 | 4,26% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 560 CHF | 36 020 CHF | 99,17% | 99,17% |
19/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 649 CHF | 38 050 CHF | 99,17% | 99,17% |
18/11/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 117 224 CHF | 40 575 CHF | 99,23% | 99,23% |
15/11/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 120 562 CHF | 41 688 CHF | 99,17% | 99,17% |
14/11/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 942 CHF | 40 147 CHF | 99,16% | 99,16% |
13/11/2024 | 3,62% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 137 CHF | 42 212 CHF | 99,16% | 99,16% |
12/11/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 476 CHF | 41 992 CHF | 99,17% | 99,17% |
11/11/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 96 072 CHF | 33 024 CHF | 99,17% | 99,17% |
08/11/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 402 799 | 134 266 | 121 619 CHF | 41 882 CHF | 99,17% | 99,17% |
07/11/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 105 141 CHF | 36 047 CHF | 98,26% | 98,26% |