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 | 1,58% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 448 CHF | 95 649 CHF | 98,71% | 98,71% |
19/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 407 CHF | 91 969 CHF | 88,51% | 88,51% |
18/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 896 CHF | 85 465 CHF | 97,21% | 97,21% |
15/11/2024 | 1,91% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 255 CHF | 79 918 CHF | 91,31% | 91,31% |
14/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 208 936 CHF | 71 145 CHF | 98,96% | 98,96% |
13/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 212 774 CHF | 72 425 CHF | 98,70% | 98,70% |
12/11/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 190 058 CHF | 64 853 CHF | 99,31% | 99,31% |
11/11/2024 | 2,69% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 165 320 CHF | 56 607 CHF | 99,34% | 99,34% |
08/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 781 CHF | 58 094 CHF | 98,12% | 98,12% |
07/11/2024 | 3,05% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 145 314 CHF | 49 938 CHF | 98,61% | 98,61% |