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 | 1,28% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 041 CHF | 117 514 CHF | 97,87% | 97,87% |
19/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 214 CHF | 115 571 CHF | 90,40% | 90,40% |
18/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 432 CHF | 117 644 CHF | 94,70% | 94,70% |
15/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 320 CHF | 114 607 CHF | 97,47% | 97,47% |
14/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 778 CHF | 107 759 CHF | 97,95% | 97,95% |
13/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 309 177 CHF | 104 559 CHF | 96,10% | 96,10% |
12/11/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 688 CHF | 114 729 CHF | 94,83% | 94,83% |
11/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 277 CHF | 112 926 CHF | 98,75% | 98,75% |
08/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 317 CHF | 110 606 CHF | 98,45% | 98,45% |
07/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 949 CHF | 124 150 CHF | 98,18% | 98,18% |