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 | 1,22% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 368 066 CHF | 124 189 CHF | 98,88% | 98,88% |
19/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 912 CHF | 127 804 CHF | 98,86% | 98,86% |
18/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 407 479 CHF | 137 326 CHF | 96,74% | 96,74% |
15/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 414 956 CHF | 139 819 CHF | 99,37% | 99,37% |
14/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 319 CHF | 145 273 CHF | 99,37% | 99,37% |
13/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 415 023 CHF | 139 841 CHF | 97,02% | 97,02% |
12/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 412 767 CHF | 139 089 CHF | 96,82% | 96,82% |
11/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 388 099 CHF | 130 866 CHF | 96,88% | 96,88% |
08/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 644 CHF | 123 381 CHF | 93,42% | 93,42% |
07/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 372 523 CHF | 125 674 CHF | 97,89% | 97,89% |