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 | 1,48% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 437 CHF | 102 312 CHF | 98,95% | 98,95% |
19/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 784 CHF | 100 761 CHF | 95,76% | 95,76% |
18/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 377 436 CHF | 127 312 CHF | 96,95% | 96,95% |
15/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 404 782 CHF | 136 427 CHF | 94,65% | 94,65% |
14/11/2024 | 1,02% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 119 CHF | 147 873 CHF | 98,29% | 98,29% |
13/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 087 CHF | 105 862 CHF | 98,26% | 98,26% |
12/11/2024 | 1,28% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 783 CHF | 118 094 CHF | 98,34% | 98,34% |
11/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 396 946 CHF | 133 815 CHF | 98,72% | 98,72% |
08/11/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 774 CHF | 127 091 CHF | 97,69% | 97,69% |
07/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 450 CHF | 133 317 CHF | 98,10% | 98,10% |