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 | 1,54% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 750 CHF | 98 083 CHF | 99,38% | 99,38% |
19/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 372 CHF | 94 624 CHF | 96,69% | 96,69% |
18/11/2024 | 1,36% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 515 CHF | 112 005 CHF | 97,56% | 97,56% |
15/11/2024 | 1,32% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 338 772 CHF | 114 424 CHF | 96,49% | 96,49% |
14/11/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 285 CHF | 110 928 CHF | 99,37% | 99,37% |
13/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 640 CHF | 110 713 CHF | 99,37% | 99,37% |
12/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 289 CHF | 111 930 CHF | 99,36% | 99,36% |
11/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 347 026 CHF | 117 175 CHF | 99,32% | 99,32% |
08/11/2024 | 1,22% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 258 CHF | 123 586 CHF | 99,32% | 99,32% |
07/11/2024 | 1,05% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 824 CHF | 143 775 CHF | 98,48% | 98,48% |