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 | 1,24% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 919 CHF | 121 806 CHF | 99,38% | 99,38% |
19/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 820 CHF | 120 773 CHF | 99,38% | 99,38% |
18/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 216 CHF | 129 572 CHF | 99,37% | 99,37% |
15/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 398 498 CHF | 134 333 CHF | 99,35% | 99,35% |
14/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 399 994 CHF | 134 831 CHF | 99,37% | 99,37% |
13/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 184 CHF | 129 561 CHF | 99,37% | 99,37% |
12/11/2024 | 1,06% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 013 CHF | 142 171 CHF | 99,14% | 99,14% |
11/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 956 CHF | 151 152 CHF | 99,38% | 99,38% |
08/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 419 272 CHF | 141 257 CHF | 99,38% | 99,38% |
07/11/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 408 973 CHF | 137 824 CHF | 98,58% | 98,58% |