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 | 1,59% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 975 CHF | 94 825 CHF | 99,37% | 99,37% |
19/11/2024 | 1,54% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 875 CHF | 98 125 CHF | 99,27% | 99,27% |
18/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 291 113 CHF | 98 538 CHF | 99,23% | 99,23% |
15/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 299 833 CHF | 101 444 CHF | 99,35% | 99,35% |
14/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 317 CHF | 104 939 CHF | 97,75% | 97,75% |
13/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 172 CHF | 96 558 CHF | 99,33% | 99,33% |
12/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 286 986 CHF | 97 162 CHF | 99,38% | 99,38% |
11/11/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 170 CHF | 99 890 CHF | 99,35% | 99,35% |
08/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 291 571 CHF | 98 690 CHF | 99,36% | 99,36% |
07/11/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 822 CHF | 100 774 CHF | 98,56% | 98,56% |