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 | 1,06% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 284 CHF | 142 928 CHF | 98,88% | 98,88% |
19/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 012 CHF | 146 171 CHF | 98,87% | 98,87% |
18/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 462 344 CHF | 155 615 CHF | 96,63% | 96,63% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 915 CHF | 158 472 CHF | 99,37% | 99,37% |
14/11/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 193 CHF | 163 898 CHF | 99,37% | 99,37% |
13/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 523 CHF | 158 341 CHF | 96,93% | 96,93% |
12/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 468 287 CHF | 157 596 CHF | 96,89% | 96,89% |
11/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 712 CHF | 149 071 CHF | 96,90% | 96,90% |
08/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 420 067 CHF | 141 522 CHF | 93,42% | 93,42% |
07/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 921 CHF | 143 807 CHF | 97,90% | 97,90% |