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 | 2,69% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 447 899 | 149 300 | 165 324 CHF | 56 601 CHF | 98,68% | 98,68% |
19/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 448 674 | 149 558 | 176 883 CHF | 60 457 CHF | 99,38% | 99,38% |
18/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 187 264 CHF | 63 921 CHF | 99,26% | 99,26% |
15/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 262 CHF | 60 254 CHF | 99,37% | 99,37% |
14/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 178 085 CHF | 60 862 CHF | 99,38% | 99,38% |
13/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 818 CHF | 58 106 CHF | 99,37% | 99,37% |
12/11/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 944 CHF | 60 481 CHF | 99,38% | 99,38% |
11/11/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 178 637 CHF | 61 046 CHF | 99,38% | 99,38% |
08/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 163 529 CHF | 56 010 CHF | 99,38% | 99,38% |
07/11/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 063 CHF | 62 521 CHF | 98,37% | 98,37% |