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 | 1,19% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 884 CHF | 127 128 CHF | 90,86% | 90,86% |
19/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 280 CHF | 127 594 CHF | 96,27% | 96,27% |
18/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 919 CHF | 122 806 CHF | 96,68% | 96,68% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 116 CHF | 123 872 CHF | 95,57% | 95,57% |
14/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 865 CHF | 132 455 CHF | 98,86% | 98,86% |
13/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 404 227 CHF | 136 242 CHF | 98,89% | 98,89% |
12/11/2024 | 1,22% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 700 CHF | 124 067 CHF | 98,72% | 98,72% |
11/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 547 CHF | 119 682 CHF | 98,67% | 98,67% |
08/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 050 CHF | 122 850 CHF | 98,85% | 98,85% |
07/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 511 CHF | 125 004 CHF | 98,22% | 98,22% |