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 | 1,51% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 296 567 CHF | 100 356 CHF | 99,44% | 99,44% |
19/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 773 CHF | 95 758 CHF | 96,75% | 96,75% |
18/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 797 CHF | 99 099 CHF | 96,06% | 96,06% |
15/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 369 CHF | 93 956 CHF | 96,54% | 96,54% |
14/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 912 CHF | 89 137 CHF | 99,31% | 99,31% |
13/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 250 651 CHF | 85 050 CHF | 98,94% | 98,94% |
12/11/2024 | 1,66% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 672 CHF | 91 057 CHF | 99,37% | 99,37% |
11/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 136 CHF | 102 545 CHF | 99,27% | 99,27% |
08/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 258 CHF | 98 920 CHF | 99,35% | 99,35% |
07/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 506 CHF | 103 335 CHF | 98,62% | 98,62% |