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 | 3,00% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 722 CHF | 50 741 CHF | 99,56% | 99,56% |
19/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 560 CHF | 49 020 CHF | 96,60% | 96,60% |
18/11/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 955 CHF | 49 818 CHF | 97,17% | 97,17% |
15/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 153 480 CHF | 52 660 CHF | 95,81% | 95,81% |
14/11/2024 | 2,19% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 613 CHF | 69 371 CHF | 99,22% | 99,22% |
13/11/2024 | 2,23% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 387 CHF | 68 296 CHF | 98,76% | 98,76% |
12/11/2024 | 2,14% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 106 CHF | 70 869 CHF | 99,36% | 99,36% |
11/11/2024 | 1,98% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 225 018 CHF | 76 506 CHF | 96,31% | 96,31% |
08/11/2024 | 2,64% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 236 CHF | 57 912 CHF | 96,77% | 96,77% |
07/11/2024 | 2,40% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 185 797 CHF | 63 432 CHF | 98,63% | 98,63% |