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 | 1,46% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 434 CHF | 103 645 CHF | 99,34% | 99,34% |
19/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 972 CHF | 106 157 CHF | 96,69% | 96,69% |
18/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 346 351 CHF | 116 950 CHF | 97,60% | 97,60% |
15/11/2024 | 1,70% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 692 CHF | 90 064 CHF | 96,52% | 96,52% |
14/11/2024 | 1,78% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 519 248 | 173 083 | 294 082 CHF | 99 758 CHF | 93,02% | 93,02% |
13/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 407 CHF | 78 469 CHF | 98,98% | 98,98% |
12/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 225 CHF | 74 742 CHF | 99,38% | 99,38% |
11/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 200 727 CHF | 68 909 CHF | 99,15% | 99,15% |
08/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 192 714 CHF | 66 238 CHF | 98,85% | 98,85% |
07/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 200 733 CHF | 68 911 CHF | 97,22% | 97,22% |