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 | 3,66% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 107 CHF | 41 869 CHF | 99,38% | 99,38% |
19/11/2024 | 3,63% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 771 CHF | 42 090 CHF | 99,38% | 99,38% |
18/11/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 655 CHF | 42 052 CHF | 99,22% | 99,22% |
15/11/2024 | 3,16% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 429 CHF | 48 310 CHF | 99,38% | 99,38% |
14/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 404 767 | 134 922 | 128 879 CHF | 44 309 CHF | 99,38% | 99,38% |
13/11/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 446 783 | 148 928 | 139 409 CHF | 47 959 CHF | 99,37% | 99,37% |
12/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 320 604 | 106 868 | 105 510 CHF | 36 239 CHF | 99,37% | 99,37% |
11/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 110 055 CHF | 37 685 CHF | 99,37% | 99,37% |
08/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 378 CHF | 36 793 CHF | 99,36% | 99,36% |
07/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 338 CHF | 38 113 CHF | 99,28% | 99,28% |