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 | 1,93% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 231 773 CHF | 78 758 CHF | 99,42% | 99,42% |
19/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 229 412 CHF | 77 971 CHF | 99,41% | 99,41% |
18/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 238 674 CHF | 81 058 CHF | 97,72% | 97,72% |
15/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 953 CHF | 84 484 CHF | 99,41% | 99,41% |
14/11/2024 | 1,78% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 198 CHF | 85 233 CHF | 99,43% | 99,43% |
13/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 245 654 CHF | 83 385 CHF | 97,01% | 97,01% |
12/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 819 CHF | 88 440 CHF | 96,85% | 96,85% |
11/11/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 263 899 CHF | 89 466 CHF | 99,44% | 99,44% |
08/11/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 773 CHF | 95 091 CHF | 99,38% | 99,38% |
07/11/2024 | 1,41% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 111 CHF | 106 870 CHF | 98,64% | 98,64% |