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 | 3,27% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 419 CHF | 46 640 CHF | 99,38% | 99,38% |
19/11/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 128 286 CHF | 44 262 CHF | 99,38% | 99,38% |
18/11/2024 | 3,31% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 636 CHF | 46 045 CHF | 99,37% | 99,37% |
15/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 223 CHF | 48 241 CHF | 99,36% | 99,36% |
14/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 143 616 CHF | 49 372 CHF | 99,37% | 99,37% |
13/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 139 738 CHF | 48 079 CHF | 99,37% | 99,37% |
12/11/2024 | 2,93% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 151 118 CHF | 51 873 CHF | 99,15% | 99,15% |
11/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 159 799 CHF | 54 767 CHF | 99,37% | 99,37% |
08/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 507 CHF | 49 669 CHF | 99,38% | 99,38% |
07/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 146 385 CHF | 50 295 CHF | 98,58% | 98,58% |