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 | 1,25% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 388 CHF | 120 629 CHF | 98,85% | 98,85% |
19/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 918 CHF | 114 139 CHF | 95,76% | 95,76% |
18/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 562 CHF | 123 687 CHF | 97,05% | 97,05% |
15/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 089 CHF | 121 530 CHF | 95,15% | 95,15% |
14/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 132 CHF | 115 544 CHF | 98,61% | 98,61% |
13/11/2024 | 1,34% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 451 704 | 150 568 | 334 389 CHF | 112 969 CHF | 98,42% | 98,42% |
12/11/2024 | 1,26% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 745 CHF | 120 082 CHF | 98,94% | 98,94% |
11/11/2024 | 1,27% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 431 CHF | 118 644 CHF | 98,91% | 98,91% |
08/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 451 279 | 150 426 | 325 953 CHF | 110 155 CHF | 97,31% | 97,31% |
07/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 412 CHF | 128 637 CHF | 98,16% | 98,16% |