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 | 2,88% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 153 926 CHF | 52 809 CHF | 98,88% | 98,88% |
19/11/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 142 257 CHF | 48 919 CHF | 98,87% | 98,87% |
18/11/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 116 515 CHF | 40 339 CHF | 96,71% | 96,71% |
15/11/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 109 108 CHF | 37 869 CHF | 99,37% | 99,37% |
14/11/2024 | 4,73% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 93 961 CHF | 32 820 CHF | 99,37% | 99,37% |
13/11/2024 | 4,15% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 687 CHF | 37 062 CHF | 96,88% | 96,88% |
12/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 087 CHF | 37 529 CHF | 96,88% | 96,88% |
11/11/2024 | 3,35% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 132 380 CHF | 45 627 CHF | 96,88% | 96,88% |
08/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 993 CHF | 51 831 CHF | 93,42% | 93,42% |
07/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 146 775 CHF | 50 425 CHF | 97,91% | 97,91% |