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 | 1,58% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 283 328 CHF | 95 943 CHF | 99,48% | 99,48% |
19/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 269 351 CHF | 91 284 CHF | 96,68% | 96,68% |
18/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 034 CHF | 94 511 CHF | 95,80% | 95,80% |
15/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 263 159 CHF | 89 220 CHF | 96,46% | 96,46% |
14/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 018 CHF | 84 173 CHF | 99,30% | 99,30% |
13/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 976 CHF | 79 825 CHF | 98,80% | 98,80% |
12/11/2024 | 1,77% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 946 CHF | 85 815 CHF | 99,38% | 99,38% |
11/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 409 CHF | 97 636 CHF | 99,27% | 99,27% |
08/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 276 948 CHF | 93 816 CHF | 99,35% | 99,35% |
07/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 703 CHF | 98 401 CHF | 98,75% | 98,75% |