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 | 1,57% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 772 CHF | 96 424 CHF | 99,37% | 99,37% |
19/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 730 CHF | 88 743 CHF | 99,37% | 99,37% |
18/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 582 CHF | 91 027 CHF | 99,25% | 99,25% |
15/11/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 817 CHF | 95 106 CHF | 99,38% | 99,38% |
14/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 276 059 CHF | 93 520 CHF | 99,37% | 99,37% |
13/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 272 120 CHF | 92 207 CHF | 99,37% | 99,37% |
12/11/2024 | 1,58% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 280 CHF | 95 593 CHF | 99,38% | 99,38% |
11/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 130 CHF | 102 210 CHF | 99,37% | 99,37% |
08/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 391 CHF | 100 964 CHF | 99,37% | 99,37% |
07/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 193 CHF | 97 564 CHF | 98,36% | 98,36% |