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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 319 534 CHF | 108 011 CHF | 62,45% | 62,45% |
22/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 418 CHF | 105 306 CHF | 96,79% | 96,79% |
20/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 261 CHF | 97 254 CHF | 88,93% | 88,93% |
19/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 033 CHF | 93 844 CHF | 95,00% | 95,00% |
18/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 056 CHF | 98 852 CHF | 94,51% | 94,51% |
15/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 795 CHF | 98 432 CHF | 93,41% | 93,41% |
14/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 911 CHF | 94 804 CHF | 97,45% | 97,45% |
13/11/2024 | 1,55% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 516 CHF | 97 672 CHF | 98,68% | 98,68% |
12/11/2024 | 1,55% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 047 CHF | 97 516 CHF | 95,23% | 95,23% |
11/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 548 CHF | 107 683 CHF | 95,55% | 95,55% |