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 | 1,54% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 801 CHF | 98 434 CHF | 97,91% | 97,91% |
19/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 293 379 CHF | 99 293 CHF | 98,70% | 98,70% |
18/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 294 784 CHF | 99 761 CHF | 99,15% | 99,15% |
15/11/2024 | 1,26% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 194 CHF | 119 565 CHF | 98,20% | 98,20% |
14/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 633 CHF | 127 711 CHF | 96,97% | 96,97% |
13/11/2024 | 1,11% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 402 648 CHF | 135 716 CHF | 96,29% | 96,29% |
12/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 019 CHF | 154 840 CHF | 97,52% | 97,52% |
11/11/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 177 CHF | 152 226 CHF | 97,50% | 97,50% |
08/11/2024 | 0,98% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 845 CHF | 153 782 CHF | 96,17% | 96,17% |
07/11/2024 | 1,11% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 402 738 CHF | 135 746 CHF | 96,83% | 96,83% |