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 | 1,44% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 920 CHF | 105 140 CHF | 99,43% | 99,43% |
19/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 848 CHF | 104 116 CHF | 99,42% | 99,42% |
18/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 319 027 CHF | 107 842 CHF | 97,72% | 97,72% |
15/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 705 CHF | 111 068 CHF | 99,44% | 99,44% |
14/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 330 851 CHF | 111 784 CHF | 99,40% | 99,40% |
13/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 325 812 CHF | 110 104 CHF | 96,94% | 96,94% |
12/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 510 CHF | 114 670 CHF | 96,85% | 96,85% |
11/11/2024 | 1,30% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 171 CHF | 115 890 CHF | 99,43% | 99,43% |
08/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 359 036 CHF | 121 179 CHF | 99,34% | 99,34% |
07/11/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 977 CHF | 132 826 CHF | 98,68% | 98,68% |