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 | 1,18% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 379 421 CHF | 127 974 CHF | 98,99% | 98,99% |
19/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 369 269 CHF | 124 590 CHF | 98,90% | 98,90% |
18/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 803 CHF | 122 434 CHF | 98,76% | 98,76% |
15/11/2024 | 1,16% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 387 214 CHF | 130 571 CHF | 99,25% | 99,25% |
14/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 429 343 CHF | 144 614 CHF | 78,30% | 97,55% |
13/11/2024 | 1,00% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 445 945 CHF | 150 148 CHF | 28,37% | 99,25% |
12/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 454 977 CHF | 153 159 CHF | 2,26% | 99,17% |
11/11/2024 | - | 1,19 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,29% |
08/11/2024 | - | 1,34 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,29% |
07/11/2024 | - | 1,34 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,54% |