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 | 1,65% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 269 805 CHF | 91 435 CHF | 98,75% | 98,75% |
19/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 293 CHF | 96 264 CHF | 99,19% | 99,19% |
18/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 276 349 CHF | 93 616 CHF | 96,20% | 96,20% |
15/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 411 CHF | 95 304 CHF | 99,20% | 99,20% |
14/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 537 CHF | 97 346 CHF | 98,43% | 98,43% |
13/11/2024 | 1,57% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 837 CHF | 96 446 CHF | 96,73% | 96,73% |
12/11/2024 | 1,68% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 266 064 CHF | 90 188 CHF | 96,66% | 96,66% |
11/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 215 CHF | 87 905 CHF | 98,80% | 98,80% |
08/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 313 CHF | 88 938 CHF | 99,06% | 99,06% |
07/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 253 552 CHF | 86 018 CHF | 98,65% | 98,65% |