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 | 1,26% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 356 208 CHF | 120 236 CHF | 99,38% | 99,38% |
19/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 852 CHF | 124 117 CHF | 99,38% | 99,38% |
18/11/2024 | 1,26% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 788 CHF | 120 096 CHF | 99,38% | 99,38% |
15/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 088 CHF | 119 529 CHF | 99,34% | 99,34% |
14/11/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 706 CHF | 123 735 CHF | 99,38% | 99,38% |
13/11/2024 | 1,30% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 346 503 CHF | 117 001 CHF | 99,38% | 99,38% |
12/11/2024 | 0,97% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 464 295 CHF | 156 265 CHF | 99,16% | 99,16% |
11/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 497 230 CHF | 167 243 CHF | 99,13% | 99,13% |
08/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 902 CHF | 158 468 CHF | 99,37% | 99,37% |
07/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 478 726 CHF | 161 075 CHF | 98,56% | 98,56% |