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 | 1,17% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 455 CHF | 128 652 CHF | 98,08% | 98,08% |
19/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 341 CHF | 124 947 CHF | 88,80% | 88,80% |
18/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 979 CHF | 118 493 CHF | 97,23% | 97,23% |
15/11/2024 | 1,34% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 464 CHF | 112 988 CHF | 91,40% | 91,40% |
14/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 851 CHF | 104 117 CHF | 99,29% | 99,29% |
13/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 145 CHF | 105 215 CHF | 98,93% | 98,93% |
12/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 185 CHF | 97 562 CHF | 99,31% | 99,31% |
11/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 673 CHF | 89 058 CHF | 99,33% | 99,33% |
08/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 266 695 CHF | 90 398 CHF | 98,13% | 98,13% |
07/11/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 240 618 CHF | 81 706 CHF | 98,62% | 98,62% |