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 | 3,74% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 149 998 | 119 312 CHF | 41 270 CHF | 98,68% | 98,68% |
19/11/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 128 943 CHF | 44 481 CHF | 99,38% | 99,38% |
18/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 520 CHF | 46 340 CHF | 99,25% | 99,25% |
15/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 126 025 CHF | 43 508 CHF | 99,38% | 99,38% |
14/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 129 328 CHF | 44 609 CHF | 99,38% | 99,38% |
13/11/2024 | 3,57% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 123 788 CHF | 42 763 CHF | 99,37% | 99,37% |
12/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 537 CHF | 43 012 CHF | 99,37% | 99,37% |
11/11/2024 | 3,47% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 127 743 CHF | 44 081 CHF | 99,38% | 99,38% |
08/11/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 149 994 | 119 629 CHF | 41 375 CHF | 99,37% | 99,37% |
07/11/2024 | 3,27% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 756 CHF | 46 752 CHF | 98,37% | 98,37% |