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 | 1,39% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 667 CHF | 109 056 CHF | 99,13% | 99,13% |
19/11/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 661 CHF | 114 054 CHF | 96,35% | 96,35% |
18/11/2024 | 1,37% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 326 982 CHF | 110 494 CHF | 97,70% | 97,70% |
15/11/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 935 CHF | 98 478 CHF | 95,83% | 95,83% |
14/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 329 CHF | 100 610 CHF | 99,03% | 99,03% |
13/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 884 CHF | 95 795 CHF | 98,94% | 98,94% |
12/11/2024 | 1,56% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 912 CHF | 96 804 CHF | 99,34% | 99,34% |
11/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 293 777 CHF | 99 426 CHF | 98,30% | 98,30% |
08/11/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 484 CHF | 94 328 CHF | 98,16% | 98,16% |
07/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 280 CHF | 98 260 CHF | 98,62% | 98,62% |