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 | 1,14% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 240 CHF | 132 580 CHF | 99,37% | 99,37% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 401 676 CHF | 135 392 CHF | 98,89% | 98,89% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 466 CHF | 145 989 CHF | 97,66% | 97,66% |
15/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 429 292 CHF | 144 598 CHF | 99,37% | 99,37% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 412 369 CHF | 138 956 CHF | 99,37% | 99,37% |
13/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 032 CHF | 137 844 CHF | 96,96% | 96,96% |
12/11/2024 | 1,06% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 118 CHF | 142 873 CHF | 96,82% | 96,82% |
11/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 659 CHF | 149 053 CHF | 99,39% | 99,39% |
08/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 011 CHF | 139 837 CHF | 91,26% | 91,26% |
07/11/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 693 CHF | 146 064 CHF | 98,67% | 98,67% |