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 | 1,26% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 305 CHF | 119 602 CHF | 99,56% | 99,56% |
19/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 373 CHF | 114 624 CHF | 96,27% | 96,27% |
18/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 275 CHF | 118 258 CHF | 96,19% | 96,19% |
15/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 922 CHF | 112 807 CHF | 96,49% | 96,49% |
14/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 968 CHF | 107 489 CHF | 99,30% | 99,30% |
13/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 886 CHF | 103 129 CHF | 98,82% | 98,82% |
12/11/2024 | 1,38% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 217 CHF | 109 572 CHF | 99,38% | 99,38% |
11/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 999 CHF | 121 833 CHF | 99,27% | 99,27% |
08/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 028 CHF | 117 843 CHF | 99,36% | 99,36% |
07/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 069 CHF | 122 523 CHF | 98,70% | 98,70% |