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 | 1,10% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 405 453 CHF | 136 651 CHF | 98,91% | 98,91% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 400 503 CHF | 135 001 CHF | 95,77% | 95,77% |
18/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 482 031 CHF | 162 177 CHF | 96,95% | 96,95% |
15/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 509 252 CHF | 171 251 CHF | 94,67% | 94,67% |
14/11/2024 | 0,83% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 543 207 CHF | 182 569 CHF | 98,74% | 98,74% |
13/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 311 CHF | 139 937 CHF | 98,27% | 98,27% |
12/11/2024 | 0,99% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 500 CHF | 152 333 CHF | 98,33% | 98,33% |
11/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 500 467 CHF | 168 322 CHF | 98,73% | 98,73% |
08/11/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 480 262 CHF | 161 587 CHF | 97,69% | 97,69% |
07/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 499 348 CHF | 167 949 CHF | 98,16% | 98,16% |