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 | 1,59% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 761 CHF | 95 087 CHF | 99,24% | 99,24% |
19/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 122 CHF | 94 207 CHF | 99,09% | 99,09% |
18/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 492 CHF | 90 997 CHF | 99,36% | 99,36% |
15/11/2024 | 1,82% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 245 425 CHF | 83 308 CHF | 99,39% | 99,39% |
14/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 895 CHF | 81 465 CHF | 97,52% | 97,52% |
13/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 229 655 CHF | 78 052 CHF | 99,00% | 99,00% |
12/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 462 CHF | 78 321 CHF | 98,86% | 98,86% |
11/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 242 734 CHF | 82 411 CHF | 98,54% | 98,54% |
08/11/2024 | 2,16% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 206 790 CHF | 70 430 CHF | 99,22% | 99,22% |
07/11/2024 | 2,41% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 237 CHF | 62 912 CHF | 98,60% | 98,60% |