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 | 3,41% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 129 799 CHF | 44 766 CHF | 99,42% | 99,42% |
19/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 776 CHF | 42 426 CHF | 96,11% | 96,11% |
18/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 925 | 150 308 | 129 633 CHF | 44 714 CHF | 97,42% | 97,42% |
15/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 136 479 CHF | 46 993 CHF | 96,27% | 96,27% |
14/11/2024 | 2,36% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 964 CHF | 64 488 CHF | 98,98% | 98,98% |
13/11/2024 | 2,39% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 644 CHF | 63 715 CHF | 99,06% | 99,06% |
12/11/2024 | 2,27% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 196 460 CHF | 66 987 CHF | 99,33% | 99,33% |
11/11/2024 | 2,06% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 216 849 CHF | 73 783 CHF | 96,31% | 96,31% |
08/11/2024 | 2,91% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 153 145 CHF | 52 548 CHF | 96,76% | 96,76% |
07/11/2024 | 2,60% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 497 CHF | 58 666 CHF | 98,64% | 98,64% |