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 | 2,05% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 217 662 CHF | 74 054 CHF | 98,59% | 98,59% |
19/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 058 CHF | 69 186 CHF | 96,63% | 96,63% |
18/11/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 140 CHF | 68 880 CHF | 96,87% | 96,87% |
15/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 619 CHF | 68 373 CHF | 95,30% | 95,30% |
14/11/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 325 CHF | 64 275 CHF | 98,43% | 98,43% |
13/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 041 CHF | 64 180 CHF | 98,19% | 98,19% |
12/11/2024 | 2,17% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 205 040 CHF | 69 847 CHF | 98,94% | 98,94% |
11/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 141 CHF | 78 880 CHF | 97,86% | 97,86% |
08/11/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 358 CHF | 68 286 CHF | 98,85% | 98,85% |
07/11/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 429 CHF | 68 976 CHF | 98,31% | 98,31% |