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 | 1,63% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 077 CHF | 92 526 CHF | 88,96% | 88,96% |
19/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 400 CHF | 88 967 CHF | 95,05% | 95,05% |
18/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 121 CHF | 94 207 CHF | 94,46% | 94,46% |
15/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 185 CHF | 93 895 CHF | 93,35% | 93,35% |
14/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 926 CHF | 90 142 CHF | 97,50% | 97,50% |
13/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 713 CHF | 93 071 CHF | 98,71% | 98,71% |
12/11/2024 | 1,63% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 452 CHF | 92 651 CHF | 95,25% | 95,25% |
11/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 644 CHF | 103 048 CHF | 95,40% | 95,40% |
08/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 356 CHF | 98 285 CHF | 96,48% | 96,48% |
07/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 308 121 CHF | 104 207 CHF | 97,35% | 97,35% |