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 | 1,86% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 456 CHF | 81 319 CHF | 98,95% | 98,95% |
19/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 233 061 CHF | 79 187 CHF | 98,94% | 98,94% |
18/11/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 227 309 CHF | 77 270 CHF | 98,84% | 98,84% |
15/11/2024 | 1,79% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 249 576 CHF | 84 692 CHF | 99,25% | 99,25% |
14/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 699 CHF | 98 066 CHF | 97,73% | 97,73% |
13/11/2024 | 1,40% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 988 CHF | 107 829 CHF | 99,26% | 99,26% |
12/11/2024 | 1,25% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 848 CHF | 121 116 CHF | 99,24% | 99,24% |
11/11/2024 | 1,06% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 452 CHF | 142 317 CHF | 99,30% | 99,30% |
08/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 723 CHF | 151 074 CHF | 98,56% | 98,56% |
07/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 323 CHF | 153 608 CHF | 98,50% | 98,50% |