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 | 1,31% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 341 682 CHF | 115 394 CHF | 99,41% | 99,41% |
19/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 326 CHF | 119 942 CHF | 96,49% | 96,49% |
18/11/2024 | 1,29% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 345 818 CHF | 116 773 CHF | 97,18% | 97,18% |
15/11/2024 | 1,43% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 767 CHF | 105 422 CHF | 95,63% | 95,63% |
14/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 051 CHF | 107 184 CHF | 99,57% | 99,57% |
13/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 373 CHF | 102 624 CHF | 98,95% | 98,95% |
12/11/2024 | 1,46% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 336 CHF | 103 612 CHF | 99,32% | 99,32% |
11/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 312 650 CHF | 105 717 CHF | 98,30% | 98,30% |
08/11/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 408 CHF | 100 636 CHF | 98,16% | 98,16% |
07/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 834 CHF | 104 111 CHF | 98,65% | 98,65% |