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 | 3,94% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 112 244 CHF | 38 915 CHF | 99,17% | 99,17% |
19/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 743 CHF | 40 081 CHF | 99,16% | 99,16% |
18/11/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 188 CHF | 42 896 CHF | 99,23% | 99,23% |
15/11/2024 | 3,40% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 130 131 CHF | 44 877 CHF | 99,17% | 99,17% |
14/11/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 125 399 CHF | 43 300 CHF | 99,16% | 99,16% |
13/11/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 745 CHF | 43 082 CHF | 99,16% | 99,16% |
12/11/2024 | 3,58% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 123 592 CHF | 42 697 CHF | 99,16% | 99,16% |
11/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 146 538 CHF | 50 346 CHF | 99,17% | 99,17% |
08/11/2024 | 3,29% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 929 CHF | 46 476 CHF | 99,17% | 99,17% |
07/11/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 371 102 | 123 701 | 129 803 CHF | 44 505 CHF | 98,26% | 98,26% |