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 | 5,28% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 956 CHF | 29 152 CHF | 99,38% | 99,38% |
19/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 81 040 CHF | 28 513 CHF | 99,38% | 99,38% |
18/11/2024 | 5,23% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 922 CHF | 29 474 CHF | 99,25% | 99,25% |
15/11/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 81 162 CHF | 28 554 CHF | 99,38% | 99,38% |
14/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 77 140 CHF | 27 213 CHF | 99,37% | 99,37% |
13/11/2024 | 6,15% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 70 975 CHF | 25 158 CHF | 99,37% | 99,37% |
12/11/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 75 457 CHF | 26 652 CHF | 99,38% | 99,38% |
11/11/2024 | 5,64% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 77 541 CHF | 27 347 CHF | 99,38% | 99,38% |
08/11/2024 | 5,44% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 80 764 CHF | 28 421 CHF | 99,38% | 99,38% |
07/11/2024 | 5,72% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 397 CHF | 26 966 CHF | 98,38% | 98,38% |