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 | 6,72% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 65 886 CHF | 23 462 CHF | 98,68% | 98,68% |
19/11/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 56 292 CHF | 20 264 CHF | 99,38% | 99,38% |
18/11/2024 | 8,88% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 48 538 CHF | 17 679 CHF | 99,26% | 99,26% |
15/11/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 53 978 CHF | 19 493 CHF | 99,38% | 99,38% |
14/11/2024 | 7,62% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 56 962 CHF | 20 487 CHF | 99,37% | 99,37% |
13/11/2024 | 6,51% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 66 920 CHF | 23 807 CHF | 99,37% | 99,37% |
12/11/2024 | 7,05% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 638 CHF | 22 046 CHF | 99,38% | 99,38% |
11/11/2024 | 7,42% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 58 847 CHF | 21 116 CHF | 99,38% | 99,38% |
08/11/2024 | 6,05% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 72 373 CHF | 25 624 CHF | 99,37% | 99,37% |
07/11/2024 | 7,31% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 59 500 CHF | 21 334 CHF | 98,38% | 98,38% |