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 | 1,17% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 383 035 CHF | 129 178 CHF | 98,93% | 98,93% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 372 730 CHF | 125 743 CHF | 90,22% | 90,22% |
18/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 416 205 CHF | 140 235 CHF | 97,07% | 97,07% |
15/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 466 CHF | 145 655 CHF | 98,34% | 98,34% |
14/11/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 427 211 CHF | 143 904 CHF | 98,91% | 98,91% |
13/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 877 CHF | 138 126 CHF | 96,58% | 96,58% |
12/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 457 117 CHF | 153 872 CHF | 94,06% | 94,06% |
11/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 410 008 CHF | 138 169 CHF | 97,90% | 97,90% |
08/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 457 CHF | 123 986 CHF | 93,09% | 93,09% |
07/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 054 CHF | 128 518 CHF | 98,20% | 98,20% |