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 | 1,91% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 234 015 CHF | 79 505 CHF | 99,37% | 99,37% |
19/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 213 285 CHF | 72 595 CHF | 99,37% | 99,37% |
18/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 218 373 CHF | 74 291 CHF | 99,25% | 99,25% |
15/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 366 CHF | 78 289 CHF | 99,38% | 99,38% |
14/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 228 609 CHF | 77 703 CHF | 99,36% | 99,36% |
13/11/2024 | 1,99% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 223 605 CHF | 76 035 CHF | 99,37% | 99,37% |
12/11/2024 | 1,92% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 232 909 CHF | 79 136 CHF | 99,38% | 99,38% |
11/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 254 138 CHF | 86 213 CHF | 99,37% | 99,37% |
08/11/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 947 CHF | 83 816 CHF | 99,37% | 99,37% |
07/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 011 CHF | 81 170 CHF | 98,37% | 98,37% |