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 | 1,15% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 388 959 CHF | 131 153 CHF | 99,38% | 99,38% |
19/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 907 CHF | 129 802 CHF | 99,38% | 99,38% |
18/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 708 CHF | 138 069 CHF | 99,37% | 99,37% |
15/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 554 CHF | 142 351 CHF | 99,36% | 99,36% |
14/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 412 CHF | 142 971 CHF | 99,37% | 99,37% |
13/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 314 CHF | 137 938 CHF | 99,37% | 99,37% |
12/11/2024 | 1,01% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 498 CHF | 149 666 CHF | 99,14% | 99,14% |
11/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 469 765 CHF | 158 088 CHF | 99,38% | 99,38% |
08/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 811 CHF | 149 104 CHF | 99,38% | 99,38% |
07/11/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 038 CHF | 145 513 CHF | 98,58% | 98,58% |