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 | 1,27% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 352 151 CHF | 118 884 CHF | 98,75% | 98,75% |
19/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 199 CHF | 113 900 CHF | 99,19% | 99,19% |
18/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 347 090 CHF | 117 197 CHF | 96,25% | 96,25% |
15/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 344 224 CHF | 116 241 CHF | 99,19% | 99,19% |
14/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 212 CHF | 113 904 CHF | 98,43% | 98,43% |
13/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 340 264 CHF | 114 921 CHF | 96,58% | 96,58% |
12/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 656 CHF | 121 052 CHF | 96,53% | 96,53% |
11/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 710 CHF | 123 737 CHF | 98,80% | 98,80% |
08/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 192 CHF | 123 230 CHF | 99,06% | 99,06% |
07/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 516 CHF | 127 005 CHF | 98,65% | 98,65% |