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 | 3,28% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 187 CHF | 46 562 CHF | 99,17% | 99,17% |
19/11/2024 | 3,39% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 449 999 | 150 000 | 130 527 CHF | 45 009 CHF | 99,16% | 99,16% |
18/11/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 105 437 CHF | 36 646 CHF | 99,22% | 99,22% |
15/11/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 888 CHF | 37 130 CHF | 99,17% | 99,17% |
14/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 898 CHF | 37 133 CHF | 99,15% | 99,15% |
13/11/2024 | 4,62% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 556 205 | 185 402 | 117 521 CHF | 41 028 CHF | 99,16% | 99,16% |
12/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 110 403 CHF | 38 301 CHF | 99,17% | 99,17% |
11/11/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 535 517 | 178 506 | 118 769 CHF | 41 375 CHF | 99,16% | 99,16% |
08/11/2024 | 5,56% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 105 838 CHF | 37 279 CHF | 99,17% | 99,17% |
07/11/2024 | 5,58% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 104 595 CHF | 36 865 CHF | 98,18% | 98,18% |