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 | 1,27% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 832 CHF | 118 777 CHF | 99,36% | 99,36% |
19/11/2024 | 1,21% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 779 CHF | 125 093 CHF | 98,00% | 98,00% |
18/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 403 650 CHF | 136 050 CHF | 97,62% | 97,62% |
15/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 397 566 CHF | 134 022 CHF | 96,95% | 96,95% |
14/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 206 CHF | 102 235 CHF | 99,36% | 99,36% |
13/11/2024 | 1,30% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 128 CHF | 115 876 CHF | 94,74% | 94,74% |
12/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 487 CHF | 113 662 CHF | 96,73% | 96,73% |
11/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 306 CHF | 107 269 CHF | 99,35% | 99,35% |
08/11/2024 | 1,46% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 262 CHF | 103 254 CHF | 90,94% | 90,94% |
07/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 654 CHF | 115 718 CHF | 97,40% | 97,40% |