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 | 4,54% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 96 960 CHF | 33 820 CHF | 99,38% | 99,38% |
19/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 482 CHF | 35 661 CHF | 99,37% | 99,37% |
18/11/2024 | 4,71% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 93 474 CHF | 32 658 CHF | 99,22% | 99,22% |
15/11/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 833 CHF | 29 444 CHF | 98,94% | 98,94% |
14/11/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 95 001 CHF | 33 167 CHF | 99,38% | 99,38% |
13/11/2024 | 4,53% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 97 435 CHF | 33 979 CHF | 99,36% | 99,36% |
12/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 96 227 CHF | 33 576 CHF | 99,37% | 99,37% |
11/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 599 CHF | 31 700 CHF | 99,37% | 99,37% |
08/11/2024 | 4,53% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 97 225 CHF | 33 908 CHF | 99,36% | 99,36% |
07/11/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 97 606 CHF | 34 035 CHF | 99,28% | 99,28% |