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 | 1,92% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 925 CHF | 79 142 CHF | 98,95% | 98,95% |
19/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 242 872 CHF | 82 457 CHF | 90,21% | 90,21% |
18/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 392 CHF | 68 631 CHF | 97,02% | 97,02% |
15/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 187 295 CHF | 63 932 CHF | 98,34% | 98,34% |
14/11/2024 | 2,33% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 191 596 CHF | 65 365 CHF | 98,90% | 98,90% |
13/11/2024 | 2,14% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 310 CHF | 71 270 CHF | 96,41% | 96,41% |
12/11/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 161 672 CHF | 55 391 CHF | 93,98% | 93,98% |
11/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 241 CHF | 71 580 CHF | 97,91% | 97,91% |
08/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 254 408 CHF | 86 303 CHF | 93,12% | 93,12% |
07/11/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 068 CHF | 82 523 CHF | 98,19% | 98,19% |