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 | 1,09% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 411 583 CHF | 138 694 CHF | 99,42% | 99,42% |
19/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 412 908 CHF | 139 136 CHF | 99,42% | 99,42% |
18/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 405 850 CHF | 136 783 CHF | 97,69% | 97,69% |
15/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 396 610 CHF | 133 703 CHF | 99,44% | 99,44% |
14/11/2024 | 1,13% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 396 186 CHF | 133 562 CHF | 99,43% | 99,43% |
13/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 397 299 CHF | 133 933 CHF | 96,91% | 96,91% |
12/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 673 CHF | 128 724 CHF | 96,89% | 96,89% |
11/11/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 734 CHF | 126 745 CHF | 99,43% | 99,43% |
08/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 407 CHF | 119 969 CHF | 99,33% | 99,33% |
07/11/2024 | 1,39% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 157 CHF | 108 886 CHF | 98,65% | 98,65% |