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 | 1,37% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 112 CHF | 110 537 CHF | 98,86% | 98,86% |
19/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 782 CHF | 103 094 CHF | 95,75% | 95,75% |
18/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 544 CHF | 113 681 CHF | 97,04% | 97,04% |
15/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 362 CHF | 110 621 CHF | 94,47% | 94,47% |
14/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 308 273 CHF | 104 258 CHF | 98,80% | 98,80% |
13/11/2024 | 1,50% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 868 CHF | 100 789 CHF | 98,28% | 98,28% |
12/11/2024 | 1,38% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 323 762 CHF | 109 421 CHF | 98,94% | 98,94% |
11/11/2024 | 1,40% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 319 682 CHF | 108 061 CHF | 98,92% | 98,92% |
08/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 122 CHF | 97 874 CHF | 97,32% | 97,32% |
07/11/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 123 CHF | 117 874 CHF | 98,16% | 98,16% |