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 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 283 644 CHF | 96 048 CHF | 98,94% | 98,94% |
19/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 419 CHF | 92 640 CHF | 90,21% | 90,21% |
18/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 550 CHF | 107 017 CHF | 96,48% | 96,48% |
15/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 332 554 CHF | 112 351 CHF | 98,34% | 98,34% |
14/11/2024 | 1,37% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 542 CHF | 110 681 CHF | 98,90% | 98,90% |
13/11/2024 | 1,44% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 211 CHF | 104 904 CHF | 96,41% | 96,41% |
12/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 587 CHF | 120 696 CHF | 94,04% | 94,04% |
11/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 419 CHF | 104 973 CHF | 97,90% | 97,90% |
08/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 644 CHF | 90 715 CHF | 93,09% | 93,09% |
07/11/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 841 CHF | 95 114 CHF | 98,20% | 98,20% |