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 | 1,33% | 0,69 CHF | 0,70 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 335 330 CHF | 56 638 CHF | 99,13% | 99,13% |
19/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 322 244 CHF | 54 457 CHF | 99,37% | 99,37% |
18/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 334 551 CHF | 56 509 CHF | 99,23% | 99,23% |
15/11/2024 | 1,15% | 0,80 CHF | 0,81 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 387 712 CHF | 65 369 CHF | 98,77% | 98,77% |
14/11/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 407 508 CHF | 68 668 CHF | 99,36% | 99,36% |
13/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 395 675 CHF | 66 696 CHF | 99,37% | 99,37% |
12/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 425 216 CHF | 71 619 CHF | 99,37% | 99,37% |
11/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 462 842 CHF | 77 890 CHF | 99,37% | 99,37% |
08/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 474 522 CHF | 79 837 CHF | 99,38% | 99,38% |
07/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 491 512 CHF | 82 669 CHF | 99,28% | 99,28% |