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 | 1,90% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 376 CHF | 79 959 CHF | 98,94% | 98,94% |
19/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 570 CHF | 79 023 CHF | 95,77% | 95,77% |
18/11/2024 | 1,49% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 299 996 CHF | 101 499 CHF | 97,00% | 97,00% |
15/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 056 CHF | 109 519 CHF | 94,95% | 94,95% |
14/11/2024 | 1,25% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 371 CHF | 120 624 CHF | 98,40% | 98,40% |
13/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 245 218 CHF | 83 239 CHF | 98,30% | 98,30% |
12/11/2024 | 1,62% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 620 CHF | 93 373 CHF | 98,39% | 98,39% |
11/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 469 CHF | 107 323 CHF | 98,73% | 98,73% |
08/11/2024 | 1,49% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 300 811 CHF | 101 770 CHF | 97,69% | 97,69% |
07/11/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 042 CHF | 107 181 CHF | 98,16% | 98,16% |