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 | 4,66% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 472 886 | 157 629 | 98 994 CHF | 34 574 CHF | 99,38% | 99,38% |
19/11/2024 | 5,06% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 515 727 | 171 909 | 99 250 CHF | 34 802 CHF | 99,38% | 99,38% |
18/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 074 | 150 025 | 99 083 CHF | 34 528 CHF | 99,37% | 99,37% |
15/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 334 CHF | 41 945 CHF | 99,36% | 99,36% |
14/11/2024 | 3,53% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 581 CHF | 43 360 CHF | 99,38% | 99,38% |
13/11/2024 | 3,97% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 453 029 | 151 010 | 111 932 CHF | 38 821 CHF | 99,38% | 99,38% |
12/11/2024 | 3,50% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 126 548 CHF | 43 683 CHF | 99,15% | 99,15% |
11/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 143 358 CHF | 49 286 CHF | 99,38% | 99,38% |
08/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 126 588 CHF | 43 696 CHF | 99,37% | 99,37% |
07/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 129 224 CHF | 44 575 CHF | 98,58% | 98,58% |