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 | 1,08% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 414 071 CHF | 139 524 CHF | 98,85% | 98,85% |
19/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 413 359 CHF | 139 286 CHF | 98,32% | 98,32% |
18/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 403 023 CHF | 135 841 CHF | 96,70% | 96,70% |
15/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 400 874 CHF | 135 125 CHF | 98,29% | 98,29% |
14/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 412 532 CHF | 139 011 CHF | 98,90% | 98,90% |
13/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 414 650 CHF | 139 717 CHF | 86,89% | 86,89% |
12/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 398 743 CHF | 134 414 CHF | 96,40% | 96,40% |
11/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 398 756 CHF | 134 419 CHF | 98,88% | 98,88% |
08/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 401 786 CHF | 135 428 CHF | 89,99% | 89,99% |
07/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 452 CHF | 128 651 CHF | 98,25% | 98,25% |