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 | 1,20% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 371 614 CHF | 125 371 CHF | 88,22% | 88,22% |
19/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 011 CHF | 119 504 CHF | 88,27% | 88,27% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 628 CHF | 122 376 CHF | 89,48% | 89,48% |
15/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 389 510 CHF | 131 337 CHF | 93,01% | 93,01% |
14/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 008 CHF | 132 169 CHF | 91,52% | 91,52% |
13/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 389 810 CHF | 131 437 CHF | 96,29% | 96,29% |
12/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 403 182 CHF | 135 894 CHF | 94,51% | 94,51% |
11/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 937 CHF | 148 812 CHF | 92,94% | 92,94% |
08/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 988 CHF | 137 829 CHF | 95,75% | 95,75% |
07/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 420 280 CHF | 141 593 CHF | 95,10% | 95,10% |