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 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 514 CHF | 143 671 CHF | 98,85% | 98,85% |
19/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 405 459 CHF | 136 653 CHF | 90,62% | 90,62% |
18/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 086 CHF | 132 529 CHF | 94,94% | 94,94% |
15/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 629 CHF | 132 376 CHF | 97,78% | 97,78% |
14/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 617 CHF | 133 372 CHF | 98,73% | 98,73% |
13/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 489 CHF | 127 663 CHF | 96,44% | 96,44% |
12/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 301 CHF | 153 600 CHF | 95,64% | 95,64% |
11/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 443 968 CHF | 149 489 CHF | 98,35% | 98,35% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 468 017 CHF | 157 506 CHF | 93,00% | 93,00% |
07/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 472 167 CHF | 158 889 CHF | 97,75% | 97,75% |