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 | 1,84% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 242 547 CHF | 82 349 CHF | 99,31% | 99,31% |
19/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 262 CHF | 78 254 CHF | 96,96% | 96,96% |
18/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 126 CHF | 81 209 CHF | 96,17% | 96,17% |
15/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 224 612 CHF | 76 371 CHF | 96,56% | 96,56% |
14/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 122 CHF | 72 207 CHF | 99,32% | 99,32% |
13/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 750 CHF | 68 417 CHF | 98,93% | 98,93% |
12/11/2024 | 2,05% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 217 224 CHF | 73 908 CHF | 99,38% | 99,38% |
11/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 838 CHF | 84 446 CHF | 99,27% | 99,27% |
08/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 394 CHF | 81 298 CHF | 99,35% | 99,35% |
07/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 605 CHF | 85 368 CHF | 98,61% | 98,61% |