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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 179 271 CHF | 61 257 CHF | 99,16% | 99,16% |
20/11/2024 | 2,57% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 100 CHF | 59 200 CHF | 99,16% | 99,16% |
19/11/2024 | 2,90% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 153 272 CHF | 52 591 CHF | 99,17% | 99,17% |
18/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 167 280 CHF | 57 260 CHF | 99,22% | 99,22% |
15/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 474 CHF | 61 658 CHF | 99,16% | 99,16% |
14/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 174 030 CHF | 59 510 CHF | 99,15% | 99,15% |
13/11/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 266 CHF | 48 922 CHF | 99,16% | 99,16% |
12/11/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 903 CHF | 53 801 CHF | 99,16% | 99,16% |
11/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 013 CHF | 54 838 CHF | 99,16% | 99,16% |
08/11/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 144 787 CHF | 49 762 CHF | 99,17% | 99,17% |