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 | 2,42% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 926 CHF | 62 809 CHF | 99,37% | 99,37% |
19/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 439 CHF | 62 313 CHF | 99,37% | 99,37% |
18/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 166 539 CHF | 57 013 CHF | 99,22% | 99,22% |
15/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 156 618 CHF | 53 706 CHF | 99,37% | 99,37% |
14/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 150 290 CHF | 51 597 CHF | 99,38% | 99,38% |
13/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 151 221 CHF | 51 907 CHF | 99,37% | 99,37% |
12/11/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 143 897 CHF | 49 466 CHF | 99,37% | 99,37% |
11/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 673 CHF | 46 391 CHF | 99,37% | 99,37% |
08/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 138 140 CHF | 47 547 CHF | 99,38% | 99,38% |
07/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 135 300 CHF | 46 600 CHF | 99,29% | 99,29% |