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 | 1,30% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 344 067 CHF | 116 189 CHF | 88,19% | 88,19% |
19/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 325 062 CHF | 109 854 CHF | 88,26% | 88,26% |
18/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 730 CHF | 113 077 CHF | 89,46% | 89,46% |
15/11/2024 | 1,23% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 100 CHF | 122 533 CHF | 93,36% | 93,36% |
14/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 679 CHF | 123 393 CHF | 90,82% | 90,82% |
13/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 391 CHF | 122 630 CHF | 96,36% | 96,36% |
12/11/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 377 186 CHF | 127 229 CHF | 94,53% | 94,53% |
11/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 418 046 CHF | 140 849 CHF | 92,97% | 92,97% |
08/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 383 253 CHF | 129 251 CHF | 95,76% | 95,76% |
07/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 260 CHF | 132 587 CHF | 95,18% | 95,18% |