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 | 1,81% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 247 107 CHF | 83 869 CHF | 99,37% | 99,37% |
19/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 005 CHF | 86 502 CHF | 99,37% | 99,37% |
18/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 231 940 CHF | 78 813 CHF | 99,22% | 99,22% |
15/11/2024 | 2,21% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 470 CHF | 68 657 CHF | 99,37% | 99,37% |
14/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 810 CHF | 59 437 CHF | 99,36% | 99,36% |
13/11/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 219 CHF | 59 573 CHF | 99,37% | 99,37% |
12/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 152 295 CHF | 52 265 CHF | 99,37% | 99,37% |
11/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 545 830 | 181 943 | 163 759 CHF | 56 406 CHF | 99,37% | 99,37% |
08/11/2024 | 2,85% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 155 543 CHF | 53 348 CHF | 99,38% | 99,38% |
07/11/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 114 CHF | 58 538 CHF | 99,28% | 99,28% |