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 | 1,30% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 215 CHF | 115 905 CHF | 99,49% | 99,49% |
19/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 804 CHF | 110 768 CHF | 96,73% | 96,73% |
18/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 338 764 CHF | 114 421 CHF | 96,72% | 96,72% |
15/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 170 CHF | 108 890 CHF | 96,51% | 96,51% |
14/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 592 CHF | 103 364 CHF | 99,26% | 99,26% |
13/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 291 394 CHF | 98 631 CHF | 98,78% | 98,78% |
12/11/2024 | 1,44% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 997 CHF | 105 166 CHF | 99,38% | 99,38% |
11/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 779 CHF | 117 760 CHF | 99,26% | 99,26% |
08/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 419 CHF | 113 640 CHF | 99,36% | 99,36% |
07/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 798 CHF | 118 433 CHF | 98,70% | 98,70% |