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 | 1,09% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 410 879 CHF | 138 460 CHF | 99,67% | 99,67% |
19/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 848 CHF | 143 116 CHF | 96,23% | 96,23% |
18/11/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 159 CHF | 139 886 CHF | 97,40% | 97,40% |
15/11/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 379 083 CHF | 127 861 CHF | 96,25% | 96,25% |
14/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 792 CHF | 129 764 CHF | 99,51% | 99,51% |
13/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 369 794 CHF | 124 765 CHF | 98,94% | 98,94% |
12/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 373 202 CHF | 125 901 CHF | 99,36% | 99,36% |
11/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 380 157 CHF | 128 219 CHF | 98,30% | 98,30% |
08/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 334 CHF | 122 945 CHF | 98,17% | 98,17% |
07/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 374 701 CHF | 126 400 CHF | 98,61% | 98,61% |