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 | 1,63% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 983 CHF | 92 828 CHF | 88,22% | 88,22% |
19/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 456 413 | 152 138 | 260 614 CHF | 88 393 CHF | 88,28% | 88,28% |
18/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 328 CHF | 89 943 CHF | 89,47% | 89,47% |
15/11/2024 | 1,53% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 291 576 CHF | 98 692 CHF | 93,31% | 93,31% |
14/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 294 309 CHF | 99 603 CHF | 90,25% | 90,25% |
13/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 447 CHF | 98 982 CHF | 96,16% | 96,16% |
12/11/2024 | 1,46% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 239 CHF | 103 246 CHF | 94,50% | 94,50% |
11/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 711 CHF | 116 070 CHF | 92,99% | 92,99% |
08/11/2024 | 1,44% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 818 CHF | 105 106 CHF | 95,75% | 95,75% |
07/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 123 CHF | 108 874 CHF | 95,14% | 95,14% |