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 | 1,31% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 340 541 CHF | 115 014 CHF | 99,33% | 99,33% |
19/11/2024 | 1,27% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 870 CHF | 118 790 CHF | 99,07% | 99,07% |
18/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 090 CHF | 118 530 CHF | 99,52% | 99,52% |
15/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 361 030 CHF | 121 843 CHF | 99,37% | 99,37% |
14/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 371 233 CHF | 125 244 CHF | 97,70% | 97,70% |
13/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 345 501 CHF | 116 667 CHF | 99,35% | 99,35% |
12/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 347 156 CHF | 117 219 CHF | 99,31% | 99,31% |
11/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 991 CHF | 119 830 CHF | 99,41% | 99,41% |
08/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 907 CHF | 118 469 CHF | 99,37% | 99,37% |
07/11/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 555 CHF | 120 685 CHF | 98,58% | 98,58% |