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 | 1,04% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 430 347 CHF | 144 949 CHF | 98,88% | 98,88% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 407 417 CHF | 137 306 CHF | 95,77% | 95,77% |
18/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 091 CHF | 148 197 CHF | 97,10% | 97,10% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 042 CHF | 145 181 CHF | 94,83% | 94,83% |
14/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 411 340 CHF | 138 613 CHF | 98,77% | 98,77% |
13/11/2024 | 1,12% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 400 734 CHF | 135 078 CHF | 98,27% | 98,27% |
12/11/2024 | 1,05% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 470 CHF | 143 657 CHF | 98,91% | 98,91% |
11/11/2024 | 1,06% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 271 CHF | 142 257 CHF | 98,90% | 98,90% |
08/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 391 105 CHF | 131 868 CHF | 97,33% | 97,33% |
07/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 495 CHF | 152 332 CHF | 98,16% | 98,16% |