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 | 1,43% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 725 CHF | 105 408 CHF | 99,17% | 99,17% |
19/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 385 CHF | 103 962 CHF | 99,16% | 99,16% |
18/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 805 CHF | 100 102 CHF | 99,36% | 99,36% |
15/11/2024 | 1,63% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 444 CHF | 92 648 CHF | 99,39% | 99,39% |
14/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 916 CHF | 91 139 CHF | 97,42% | 97,42% |
13/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 257 408 CHF | 87 303 CHF | 98,99% | 98,99% |
12/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 294 CHF | 88 598 CHF | 92,63% | 92,63% |
11/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 785 CHF | 93 095 CHF | 98,54% | 98,54% |
08/11/2024 | 1,90% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 207 CHF | 79 902 CHF | 93,13% | 93,13% |
07/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 107 CHF | 72 202 CHF | 98,59% | 98,59% |