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 | 1,65% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 270 624 CHF | 91 708 CHF | 99,38% | 99,38% |
19/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 257 787 CHF | 87 429 CHF | 96,68% | 96,68% |
18/11/2024 | 1,42% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 797 CHF | 107 432 CHF | 97,57% | 97,57% |
15/11/2024 | 1,38% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 325 235 CHF | 109 912 CHF | 96,62% | 96,62% |
14/11/2024 | 1,42% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 314 882 CHF | 106 461 CHF | 99,33% | 99,33% |
13/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 314 124 CHF | 106 208 CHF | 99,38% | 99,38% |
12/11/2024 | 1,40% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 966 CHF | 107 822 CHF | 99,37% | 99,37% |
11/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 090 CHF | 113 863 CHF | 99,33% | 99,33% |
08/11/2024 | 1,25% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 659 CHF | 120 720 CHF | 99,29% | 99,29% |
07/11/2024 | 1,05% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 340 322 | 113 441 | 318 931 CHF | 107 445 CHF | 98,47% | 98,47% |