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 | 1,81% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 198 CHF | 83 566 CHF | 98,84% | 98,84% |
19/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 049 CHF | 90 516 CHF | 90,62% | 90,62% |
18/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 281 776 CHF | 95 425 CHF | 95,27% | 95,27% |
15/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 570 CHF | 96 357 CHF | 97,79% | 97,79% |
14/11/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 641 CHF | 95 047 CHF | 98,73% | 98,73% |
13/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 195 CHF | 100 898 CHF | 96,52% | 96,52% |
12/11/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 220 084 CHF | 74 861 CHF | 95,49% | 95,49% |
11/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 233 368 CHF | 79 289 CHF | 98,35% | 98,35% |
08/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 211 494 CHF | 71 998 CHF | 92,98% | 92,98% |
07/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 323 CHF | 71 608 CHF | 97,74% | 97,74% |