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 | 1,48% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 739 CHF | 102 413 CHF | 99,37% | 99,37% |
19/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 317 CHF | 105 272 CHF | 98,91% | 98,91% |
18/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 963 CHF | 115 821 CHF | 97,66% | 97,66% |
15/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 338 494 CHF | 114 331 CHF | 99,37% | 99,37% |
14/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 321 545 CHF | 108 682 CHF | 99,37% | 99,37% |
13/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 253 CHF | 107 584 CHF | 96,85% | 96,85% |
12/11/2024 | 1,34% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 534 CHF | 112 678 CHF | 96,81% | 96,81% |
11/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 149 979 | 351 930 CHF | 118 794 CHF | 99,39% | 99,39% |
08/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 323 933 CHF | 109 478 CHF | 91,12% | 91,12% |
07/11/2024 | 1,31% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 328 CHF | 115 609 CHF | 98,70% | 98,70% |