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 | 2,60% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 189 CHF | 58 563 CHF | 98,83% | 98,83% |
19/11/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 835 CHF | 58 112 CHF | 99,17% | 99,17% |
18/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 159 345 CHF | 54 615 CHF | 99,22% | 99,22% |
15/11/2024 | 3,13% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 141 426 CHF | 48 642 CHF | 99,16% | 99,16% |
14/11/2024 | 3,29% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 712 CHF | 46 404 CHF | 99,15% | 99,15% |
13/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 985 CHF | 46 828 CHF | 98,96% | 98,96% |
12/11/2024 | 3,62% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 122 566 CHF | 42 355 CHF | 99,16% | 99,16% |
11/11/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 97 664 CHF | 34 055 CHF | 99,17% | 99,17% |
08/11/2024 | 3,76% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 117 402 CHF | 40 634 CHF | 99,16% | 99,16% |
07/11/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 111 766 CHF | 38 755 CHF | 97,77% | 97,77% |