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 | 1,50% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 467 CHF | 100 989 CHF | 99,41% | 99,41% |
19/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 765 CHF | 104 088 CHF | 98,40% | 98,40% |
18/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 309 416 CHF | 104 639 CHF | 99,20% | 99,20% |
15/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 273 CHF | 107 591 CHF | 99,39% | 99,39% |
14/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 406 CHF | 110 969 CHF | 98,10% | 98,10% |
13/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 530 CHF | 102 677 CHF | 99,35% | 99,35% |
12/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 108 CHF | 102 536 CHF | 93,20% | 93,20% |
11/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 374 CHF | 104 958 CHF | 99,37% | 99,37% |
08/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 278 CHF | 103 593 CHF | 93,12% | 93,12% |
07/11/2024 | 1,43% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 546 941 | 182 314 | 380 383 CHF | 128 617 CHF | 98,61% | 98,61% |