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 | 1,32% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 340 032 CHF | 114 844 CHF | 99,27% | 99,27% |
19/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 827 CHF | 103 776 CHF | 88,73% | 88,73% |
18/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 300 345 CHF | 101 615 CHF | 97,57% | 97,57% |
15/11/2024 | 1,44% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 309 627 CHF | 104 709 CHF | 96,38% | 96,38% |
14/11/2024 | 1,26% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 606 CHF | 120 035 CHF | 99,26% | 99,26% |
13/11/2024 | 1,18% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 330 652 | 110 217 | 277 717 CHF | 93 675 CHF | 99,23% | 99,23% |
12/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 385 960 | 128 653 | 318 225 CHF | 107 361 CHF | 99,26% | 99,26% |
11/11/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 443 673 | 147 891 | 352 918 CHF | 119 118 CHF | 98,00% | 98,00% |
08/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 395 250 | 131 750 | 321 904 CHF | 108 619 CHF | 99,19% | 99,19% |
07/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 342 CHF | 117 614 CHF | 98,50% | 98,50% |