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 | 2,46% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 681 CHF | 61 727 CHF | 99,37% | 99,37% |
19/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 179 876 CHF | 61 459 CHF | 99,37% | 99,37% |
18/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 185 175 CHF | 63 225 CHF | 99,22% | 99,22% |
15/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 197 097 CHF | 67 199 CHF | 98,94% | 98,94% |
14/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 408 CHF | 64 969 CHF | 99,36% | 99,36% |
13/11/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 280 CHF | 65 593 CHF | 99,36% | 99,36% |
12/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 194 166 CHF | 66 222 CHF | 99,37% | 99,37% |
11/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 137 CHF | 68 546 CHF | 99,37% | 99,37% |
08/11/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 196 722 CHF | 67 074 CHF | 99,37% | 99,37% |
07/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 728 CHF | 68 410 CHF | 99,28% | 99,28% |