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 | 3,71% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 138 CHF | 41 213 CHF | 99,38% | 99,38% |
19/11/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 697 CHF | 38 732 CHF | 99,38% | 99,38% |
18/11/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 117 167 CHF | 40 556 CHF | 99,25% | 99,25% |
15/11/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 366 CHF | 37 622 CHF | 99,38% | 99,38% |
14/11/2024 | 4,32% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 102 048 CHF | 35 516 CHF | 99,38% | 99,38% |
13/11/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 439 CHF | 32 980 CHF | 99,38% | 99,38% |
12/11/2024 | 4,33% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 101 636 CHF | 35 379 CHF | 99,38% | 99,38% |
11/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 017 CHF | 36 173 CHF | 99,38% | 99,38% |
08/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 237 CHF | 37 912 CHF | 99,38% | 99,38% |
07/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 107 066 CHF | 37 189 CHF | 98,38% | 98,38% |