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 | 1,13% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 397 384 CHF | 133 961 CHF | 99,32% | 99,32% |
19/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 413 128 CHF | 139 209 CHF | 96,93% | 96,93% |
18/11/2024 | 1,11% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 401 842 CHF | 135 447 CHF | 97,48% | 97,48% |
15/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 778 CHF | 122 759 CHF | 95,94% | 95,94% |
14/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 757 CHF | 125 086 CHF | 99,37% | 99,37% |
13/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 022 CHF | 119 841 CHF | 98,95% | 98,95% |
12/11/2024 | 1,25% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 816 CHF | 120 772 CHF | 99,33% | 99,33% |
11/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 261 CHF | 123 587 CHF | 98,31% | 98,31% |
08/11/2024 | 1,28% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 479 CHF | 117 993 CHF | 98,16% | 98,16% |
07/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 903 CHF | 121 801 CHF | 98,74% | 98,74% |