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% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 929 CHF | 133 476 CHF | 99,37% | 99,37% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 399 242 CHF | 134 581 CHF | 99,38% | 99,38% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 231 CHF | 129 577 CHF | 99,25% | 99,25% |
15/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 538 CHF | 122 346 CHF | 99,38% | 99,38% |
14/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 087 CHF | 124 862 CHF | 99,38% | 99,38% |
13/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 004 CHF | 122 835 CHF | 99,37% | 99,37% |
12/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 947 CHF | 137 816 CHF | 99,37% | 99,37% |
11/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 672 CHF | 152 724 CHF | 99,38% | 99,38% |
08/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 974 CHF | 153 825 CHF | 99,37% | 99,37% |
07/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 449 997 | 150 000 | 472 149 CHF | 158 884 CHF | 98,37% | 98,37% |