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 | 3,28% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 479 CHF | 46 660 CHF | 99,37% | 99,37% |
19/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 137 739 CHF | 47 413 CHF | 99,37% | 99,37% |
18/11/2024 | 3,16% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 140 610 CHF | 48 370 CHF | 99,22% | 99,22% |
15/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 254 CHF | 53 585 CHF | 99,37% | 99,37% |
14/11/2024 | 2,74% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 161 856 CHF | 55 452 CHF | 99,38% | 99,38% |
13/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 158 778 CHF | 54 426 CHF | 99,37% | 99,37% |
12/11/2024 | 2,66% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 358 705 | 119 568 | 132 813 CHF | 45 467 CHF | 99,37% | 99,37% |
11/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 865 CHF | 41 622 CHF | 99,37% | 99,37% |
08/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 263 CHF | 41 088 CHF | 99,37% | 99,37% |
07/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 124 598 CHF | 42 533 CHF | 99,28% | 99,28% |