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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,97% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 265 CHF | 38 588 CHF | 99,29% | 99,29% |
20/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 066 CHF | 39 855 CHF | 99,38% | 99,38% |
19/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 691 CHF | 37 730 CHF | 99,38% | 99,38% |
18/11/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 576 CHF | 39 025 CHF | 99,38% | 99,38% |
15/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 118 086 CHF | 40 862 CHF | 99,35% | 99,35% |
14/11/2024 | 3,63% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 937 CHF | 42 146 CHF | 99,37% | 99,37% |
13/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 063 CHF | 40 188 CHF | 99,37% | 99,37% |
12/11/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 127 625 CHF | 44 042 CHF | 99,14% | 99,14% |
11/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 848 CHF | 46 783 CHF | 99,38% | 99,38% |
08/11/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 120 774 CHF | 41 758 CHF | 99,38% | 99,38% |