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 | 1,66% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 388 CHF | 90 963 CHF | 99,36% | 99,36% |
19/11/2024 | 1,56% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 320 CHF | 97 273 CHF | 98,00% | 98,00% |
18/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 962 CHF | 107 821 CHF | 97,64% | 97,64% |
15/11/2024 | 1,43% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 226 CHF | 105 909 CHF | 96,95% | 96,95% |
14/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 217 616 CHF | 74 039 CHF | 99,36% | 99,36% |
13/11/2024 | 1,72% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 406 CHF | 87 969 CHF | 94,72% | 94,72% |
12/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 478 CHF | 85 659 CHF | 96,79% | 96,79% |
11/11/2024 | 1,91% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 233 413 CHF | 79 304 CHF | 99,36% | 99,36% |
08/11/2024 | 2,01% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 921 CHF | 75 474 CHF | 90,99% | 90,99% |
07/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 394 CHF | 87 965 CHF | 97,40% | 97,40% |