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 | 4,82% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 91 300 CHF | 31 934 CHF | 99,38% | 99,38% |
19/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 463 608 | 154 536 | 87 858 CHF | 30 831 CHF | 99,38% | 99,38% |
18/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 564 CHF | 31 688 CHF | 99,38% | 99,38% |
15/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 95 850 CHF | 33 450 CHF | 99,36% | 99,36% |
14/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 791 CHF | 34 430 CHF | 99,38% | 99,38% |
13/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 597 CHF | 33 032 CHF | 99,37% | 99,37% |
12/11/2024 | 4,19% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 376 CHF | 36 625 CHF | 99,14% | 99,14% |
11/11/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 152 CHF | 38 551 CHF | 99,37% | 99,37% |
08/11/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 932 CHF | 34 478 CHF | 99,38% | 99,38% |
07/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 769 CHF | 35 090 CHF | 98,58% | 98,58% |