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 | 2,53% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 337 CHF | 60 279 CHF | 99,38% | 99,38% |
19/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 782 CHF | 55 094 CHF | 99,38% | 99,38% |
18/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 172 756 CHF | 59 085 CHF | 99,38% | 99,38% |
15/11/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 990 CHF | 68 163 CHF | 99,36% | 99,36% |
14/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 335 CHF | 69 278 CHF | 99,38% | 99,38% |
13/11/2024 | 2,41% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 873 CHF | 63 124 CHF | 99,38% | 99,38% |
12/11/2024 | 2,16% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 206 150 CHF | 70 217 CHF | 99,14% | 99,14% |
11/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 226 902 CHF | 77 134 CHF | 99,38% | 99,38% |
08/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 205 700 CHF | 70 067 CHF | 99,38% | 99,38% |
07/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 207 107 CHF | 70 536 CHF | 98,59% | 98,59% |