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 | 2,55% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 602 CHF | 59 701 CHF | 99,27% | 99,27% |
19/11/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 396 CHF | 51 632 CHF | 88,74% | 88,74% |
18/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 846 CHF | 49 782 CHF | 97,58% | 97,58% |
15/11/2024 | 2,94% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 459 226 | 153 075 | 153 993 CHF | 52 862 CHF | 96,38% | 96,38% |
14/11/2024 | 2,36% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 653 CHF | 64 384 CHF | 99,26% | 99,26% |
13/11/2024 | 2,14% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 342 CHF | 70 947 CHF | 99,27% | 99,27% |
12/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 092 CHF | 68 864 CHF | 99,29% | 99,29% |
11/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 280 CHF | 64 927 CHF | 98,01% | 98,01% |
08/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 199 751 CHF | 68 084 CHF | 99,18% | 99,18% |
07/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 185 303 CHF | 63 268 CHF | 98,62% | 98,62% |