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 | 1,29% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 346 902 CHF | 117 134 CHF | 98,74% | 98,74% |
19/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 361 296 CHF | 121 932 CHF | 99,18% | 99,18% |
18/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 353 486 CHF | 119 329 CHF | 96,32% | 96,32% |
15/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 819 CHF | 121 106 CHF | 99,20% | 99,20% |
14/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 800 CHF | 123 100 CHF | 98,43% | 98,43% |
13/11/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 071 CHF | 122 190 CHF | 96,76% | 96,76% |
12/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 316 CHF | 115 939 CHF | 96,65% | 96,65% |
11/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 568 CHF | 113 689 CHF | 98,80% | 98,80% |
08/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 930 CHF | 114 810 CHF | 99,06% | 99,06% |
07/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 266 CHF | 111 922 CHF | 98,63% | 98,63% |