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 | 3,75% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 117 863 CHF | 40 788 CHF | 99,17% | 99,17% |
19/11/2024 | 3,56% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 124 346 CHF | 42 949 CHF | 99,17% | 99,17% |
18/11/2024 | 3,37% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 280 CHF | 45 260 CHF | 99,23% | 99,23% |
15/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 050 CHF | 46 183 CHF | 99,17% | 99,17% |
14/11/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 131 567 CHF | 45 356 CHF | 99,16% | 99,16% |
13/11/2024 | 3,31% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 588 CHF | 46 029 CHF | 99,16% | 99,16% |
12/11/2024 | 3,30% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 419 CHF | 46 306 CHF | 99,17% | 99,17% |
11/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 102 256 CHF | 35 085 CHF | 99,17% | 99,17% |
08/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 300 000 | 100 000 | 300 052 | 100 017 | 99 557 CHF | 34 186 CHF | 99,17% | 99,17% |
07/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 113 973 CHF | 38 991 CHF | 98,26% | 98,26% |