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 | 1,22% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 164 CHF | 123 888 CHF | 99,38% | 99,38% |
19/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 114 CHF | 120 871 CHF | 98,90% | 98,90% |
18/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 609 CHF | 111 036 CHF | 97,66% | 97,66% |
15/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 335 867 CHF | 113 456 CHF | 99,37% | 99,37% |
14/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 736 CHF | 118 745 CHF | 99,37% | 99,37% |
13/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 720 CHF | 120 073 CHF | 96,85% | 96,85% |
12/11/2024 | 1,32% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 340 100 CHF | 114 867 CHF | 96,79% | 96,79% |
11/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 323 100 CHF | 109 200 CHF | 99,39% | 99,39% |
08/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 353 189 CHF | 119 230 CHF | 91,05% | 91,05% |
07/11/2024 | 1,33% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 482 CHF | 113 994 CHF | 98,69% | 98,69% |