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 | 1,57% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 139 CHF | 96 213 CHF | 93,08% | 93,08% |
19/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 838 CHF | 95 446 CHF | 96,91% | 96,91% |
18/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 830 CHF | 103 443 CHF | 98,01% | 98,01% |
15/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 786 CHF | 102 429 CHF | 93,78% | 93,78% |
14/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 291 625 CHF | 98 708 CHF | 95,58% | 95,58% |
13/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 935 CHF | 93 145 CHF | 97,83% | 97,83% |
12/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 270 371 CHF | 91 624 CHF | 96,79% | 96,79% |
11/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 664 CHF | 99 055 CHF | 93,44% | 93,44% |
08/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 272 992 CHF | 92 497 CHF | 96,41% | 96,41% |
07/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 633 CHF | 94 045 CHF | 96,05% | 96,05% |