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 | 1,17% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 151 CHF | 129 550 CHF | 88,22% | 88,22% |
19/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 622 CHF | 122 374 CHF | 88,26% | 88,26% |
18/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 374 137 CHF | 126 212 CHF | 89,49% | 89,49% |
15/11/2024 | 1,10% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 406 496 CHF | 136 999 CHF | 93,24% | 93,24% |
14/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 570 CHF | 138 023 CHF | 90,16% | 90,16% |
13/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 406 194 CHF | 136 898 CHF | 96,34% | 96,34% |
12/11/2024 | 1,06% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 421 960 CHF | 142 153 CHF | 94,50% | 94,50% |
11/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 465 402 CHF | 156 634 CHF | 92,97% | 92,97% |
08/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 427 287 CHF | 143 929 CHF | 95,77% | 95,77% |
07/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 464 CHF | 148 655 CHF | 95,15% | 95,15% |