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 | 1,10% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 449 194 | 149 731 | 407 362 CHF | 137 285 CHF | 99,32% | 99,32% |
19/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 446 145 | 148 715 | 387 973 CHF | 130 811 CHF | 96,69% | 96,69% |
18/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 448 471 | 149 490 | 402 480 CHF | 135 655 CHF | 96,19% | 96,19% |
15/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 386 523 CHF | 130 341 CHF | 96,53% | 96,53% |
14/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 369 005 CHF | 124 502 CHF | 99,33% | 99,33% |
13/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 353 661 CHF | 119 387 CHF | 98,94% | 98,94% |
12/11/2024 | 1,20% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 374 493 CHF | 126 331 CHF | 99,38% | 99,38% |
11/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 423 785 | 141 262 | 389 772 CHF | 131 336 CHF | 99,26% | 99,26% |
08/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 449 453 | 149 818 | 400 646 CHF | 135 047 CHF | 99,36% | 99,36% |
07/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 389 877 | 129 959 | 358 614 CHF | 120 838 CHF | 98,69% | 98,69% |