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 | 1,62% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 867 CHF | 93 456 CHF | 99,37% | 99,37% |
19/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 084 CHF | 89 861 CHF | 99,38% | 99,38% |
18/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 977 CHF | 92 826 CHF | 99,38% | 99,38% |
15/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 539 CHF | 101 013 CHF | 99,36% | 99,36% |
14/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 300 646 CHF | 101 715 CHF | 99,38% | 99,38% |
13/11/2024 | 1,59% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 704 CHF | 95 401 CHF | 99,38% | 99,38% |
12/11/2024 | 1,47% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 042 CHF | 102 847 CHF | 99,14% | 99,14% |
11/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 153 CHF | 108 884 CHF | 99,38% | 99,38% |
08/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 168 CHF | 102 556 CHF | 99,37% | 99,37% |
07/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 072 CHF | 102 524 CHF | 98,59% | 98,59% |