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 | 3,23% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 137 398 CHF | 47 299 CHF | 99,38% | 99,38% |
19/11/2024 | 3,72% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 118 746 CHF | 41 082 CHF | 96,68% | 96,68% |
18/11/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 366 CHF | 42 289 CHF | 97,59% | 97,59% |
15/11/2024 | 3,24% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 136 986 CHF | 47 162 CHF | 96,36% | 96,36% |
14/11/2024 | 2,88% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 154 434 CHF | 52 978 CHF | 99,30% | 99,30% |
13/11/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 872 CHF | 54 457 CHF | 98,73% | 98,73% |
12/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 386 153 | 128 718 | 143 961 CHF | 49 274 CHF | 99,38% | 99,38% |
11/11/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 300 411 | 100 137 | 121 598 CHF | 41 534 CHF | 99,33% | 99,33% |
08/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 313 071 | 104 357 | 126 077 CHF | 43 069 CHF | 99,34% | 99,34% |
07/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 124 610 CHF | 42 537 CHF | 98,61% | 98,61% |