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 | 1,67% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 468 CHF | 90 656 CHF | 99,25% | 99,25% |
19/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 582 CHF | 90 027 CHF | 85,69% | 85,69% |
18/11/2024 | 1,74% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 256 381 CHF | 86 960 CHF | 97,53% | 97,53% |
15/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 256 316 CHF | 86 939 CHF | 95,55% | 95,55% |
14/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 249 544 CHF | 84 682 CHF | 99,25% | 99,25% |
13/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 891 CHF | 81 464 CHF | 99,24% | 99,24% |
12/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 241 908 CHF | 82 136 CHF | 97,69% | 97,69% |
11/11/2024 | 1,77% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 809 CHF | 85 770 CHF | 99,25% | 99,25% |
08/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 264 182 CHF | 89 561 CHF | 97,52% | 97,52% |
07/11/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 241 483 CHF | 81 994 CHF | 95,92% | 95,92% |