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 | 2,33% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 749 CHF | 65 083 CHF | 98,88% | 98,88% |
19/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 201 273 CHF | 68 591 CHF | 98,87% | 98,87% |
18/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 228 388 CHF | 77 629 CHF | 96,78% | 96,78% |
15/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 236 663 CHF | 80 388 CHF | 99,37% | 99,37% |
14/11/2024 | 1,77% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 723 CHF | 85 741 CHF | 99,38% | 99,38% |
13/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 575 CHF | 80 692 CHF | 96,89% | 96,89% |
12/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 786 CHF | 80 095 CHF | 96,95% | 96,95% |
11/11/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 211 638 CHF | 72 046 CHF | 96,88% | 96,88% |
08/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 512 CHF | 65 004 CHF | 93,44% | 93,44% |
07/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 196 232 CHF | 66 911 CHF | 97,89% | 97,89% |