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 | 1,20% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 373 764 CHF | 126 088 CHF | 99,38% | 99,38% |
19/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 173 CHF | 124 891 CHF | 99,38% | 99,38% |
18/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 771 CHF | 133 424 CHF | 99,37% | 99,37% |
15/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 143 CHF | 137 881 CHF | 99,36% | 99,36% |
14/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 626 CHF | 138 042 CHF | 99,38% | 99,38% |
13/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 061 CHF | 133 187 CHF | 99,37% | 99,37% |
12/11/2024 | 1,04% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 430 591 CHF | 145 030 CHF | 99,14% | 99,14% |
11/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 804 CHF | 153 435 CHF | 99,38% | 99,38% |
08/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 428 615 CHF | 144 372 CHF | 99,38% | 99,38% |
07/11/2024 | 1,07% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 418 199 CHF | 140 900 CHF | 98,58% | 98,58% |