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 | 1,13% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 703 CHF | 133 401 CHF | 99,41% | 99,41% |
19/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 290 CHF | 132 263 CHF | 99,42% | 99,42% |
18/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 403 349 CHF | 135 950 CHF | 97,72% | 97,72% |
15/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 413 822 CHF | 139 441 CHF | 99,43% | 99,43% |
14/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 115 CHF | 139 872 CHF | 99,40% | 99,40% |
13/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 575 CHF | 137 692 CHF | 96,97% | 96,97% |
12/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 423 755 CHF | 142 752 CHF | 96,86% | 96,86% |
11/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 393 CHF | 143 631 CHF | 99,43% | 99,43% |
08/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 061 CHF | 148 854 CHF | 99,36% | 99,36% |
07/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 477 799 CHF | 160 766 CHF | 98,67% | 98,67% |