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 | 4,24% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 839 CHF | 36 113 CHF | 99,36% | 99,36% |
19/11/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 101 959 CHF | 35 486 CHF | 99,37% | 99,37% |
18/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 062 CHF | 34 187 CHF | 98,89% | 98,89% |
15/11/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 953 CHF | 36 818 CHF | 99,37% | 99,37% |
14/11/2024 | 4,66% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 382 CHF | 32 961 CHF | 99,37% | 99,37% |
13/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 552 CHF | 30 018 CHF | 99,07% | 99,07% |
12/11/2024 | 7,28% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 59 739 CHF | 21 413 CHF | 99,37% | 99,37% |
11/11/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 50 657 CHF | 18 386 CHF | 99,37% | 99,37% |
08/11/2024 | 12,14% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 506 688 | 150 000 | 38 815 CHF | 13 292 CHF | 99,37% | 99,37% |
07/11/2024 | 11,00% | 0,07 CHF | 0,08 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 130 715 CHF | 14 572 CHF | 99,30% | 99,30% |