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% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 259 CHF | 102 253 CHF | 88,23% | 88,23% |
19/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 420 CHF | 95 307 CHF | 88,26% | 88,26% |
18/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 374 CHF | 98 958 CHF | 89,54% | 89,54% |
15/11/2024 | 1,38% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 109 CHF | 109 536 CHF | 93,33% | 93,33% |
14/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 222 CHF | 110 574 CHF | 91,07% | 91,07% |
13/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 241 CHF | 109 580 CHF | 96,35% | 96,35% |
12/11/2024 | 1,31% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 340 151 CHF | 114 884 CHF | 94,51% | 94,51% |
11/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 382 680 CHF | 129 060 CHF | 92,94% | 92,94% |
08/11/2024 | 1,30% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 345 388 CHF | 116 629 CHF | 95,71% | 95,71% |
07/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 359 008 CHF | 121 169 CHF | 95,13% | 95,13% |