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 | 1,70% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 263 711 CHF | 89 404 CHF | 99,25% | 99,25% |
19/11/2024 | 1,92% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 231 824 CHF | 78 775 CHF | 88,74% | 88,74% |
18/11/2024 | 1,99% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 223 698 CHF | 76 066 CHF | 97,55% | 97,55% |
15/11/2024 | 1,92% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 993 CHF | 79 164 CHF | 96,45% | 96,45% |
14/11/2024 | 1,60% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 358 907 | 119 636 | 221 822 CHF | 75 137 CHF | 99,25% | 99,25% |
13/11/2024 | 1,47% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 303 079 | 101 026 | 204 735 CHF | 69 255 CHF | 99,28% | 99,28% |
12/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 715 CHF | 66 905 CHF | 99,28% | 99,28% |
11/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 364 732 | 121 577 | 228 294 CHF | 77 314 CHF | 99,20% | 99,20% |
08/11/2024 | 1,52% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 316 240 | 105 413 | 205 829 CHF | 69 664 CHF | 99,24% | 99,24% |
07/11/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 047 CHF | 92 849 CHF | 98,59% | 98,59% |