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 | 1,49% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 300 141 CHF | 101 547 CHF | 93,51% | 93,51% |
19/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 285 CHF | 100 595 CHF | 96,06% | 96,06% |
18/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 320 206 CHF | 108 235 CHF | 97,76% | 97,76% |
15/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 059 CHF | 107 186 CHF | 93,39% | 93,39% |
14/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 079 CHF | 103 526 CHF | 95,48% | 95,48% |
13/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 668 CHF | 98 056 CHF | 97,71% | 97,71% |
12/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 918 CHF | 96 806 CHF | 96,57% | 96,57% |
11/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 450 CHF | 103 983 CHF | 93,57% | 93,57% |
08/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 393 CHF | 97 631 CHF | 95,71% | 95,71% |
07/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 766 CHF | 99 089 CHF | 96,18% | 96,18% |