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 | 2,07% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 215 496 CHF | 73 332 CHF | 98,95% | 98,95% |
19/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 612 CHF | 72 371 CHF | 99,00% | 99,00% |
18/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 206 355 CHF | 70 285 CHF | 99,36% | 99,36% |
15/11/2024 | 2,39% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 297 CHF | 63 599 CHF | 99,39% | 99,39% |
14/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 304 CHF | 61 935 CHF | 97,39% | 97,39% |
13/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 143 CHF | 59 214 CHF | 98,99% | 98,99% |
12/11/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 579 CHF | 59 693 CHF | 92,62% | 92,62% |
11/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 442 CHF | 62 647 CHF | 98,54% | 98,54% |
08/11/2024 | 2,90% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 570 882 | 190 294 | 193 890 CHF | 66 533 CHF | 93,13% | 93,13% |
07/11/2024 | 3,23% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 180 CHF | 63 060 CHF | 98,59% | 98,59% |