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 | 1,79% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 970 CHF | 84 490 CHF | 92,50% | 92,50% |
19/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 245 652 CHF | 83 384 CHF | 96,19% | 96,19% |
18/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 272 876 CHF | 92 459 CHF | 97,54% | 97,54% |
15/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 270 157 CHF | 91 553 CHF | 93,66% | 93,66% |
14/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 256 874 CHF | 87 125 CHF | 95,71% | 95,71% |
13/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 443 CHF | 80 648 CHF | 97,69% | 97,69% |
12/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 029 CHF | 78 177 CHF | 96,44% | 96,44% |
11/11/2024 | 1,75% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 254 801 CHF | 86 434 CHF | 93,57% | 93,57% |
08/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 208 CHF | 78 903 CHF | 95,69% | 95,69% |
07/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 236 780 CHF | 80 427 CHF | 96,18% | 96,18% |