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 | 3,67% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 120 377 CHF | 41 626 CHF | 99,16% | 99,16% |
20/11/2024 | 3,94% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 123 CHF | 38 874 CHF | 99,16% | 99,16% |
19/11/2024 | 4,53% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 461 017 | 153 672 | 99 537 CHF | 34 716 CHF | 99,17% | 99,17% |
18/11/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 174 CHF | 37 558 CHF | 99,22% | 99,22% |
15/11/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 118 451 CHF | 40 984 CHF | 99,16% | 99,16% |
14/11/2024 | 3,94% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 268 CHF | 38 923 CHF | 99,16% | 99,16% |
13/11/2024 | 4,99% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 548 916 | 182 972 | 107 008 CHF | 37 499 CHF | 99,16% | 99,16% |
12/11/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 390 CHF | 34 297 CHF | 99,15% | 99,15% |
11/11/2024 | 4,45% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 98 871 CHF | 34 457 CHF | 99,17% | 99,17% |
08/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 520 146 | 173 382 | 103 818 CHF | 36 340 CHF | 99,17% | 99,17% |