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 | 1,12% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 400 702 CHF | 135 067 CHF | 98,84% | 98,84% |
19/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 421 478 CHF | 141 993 CHF | 90,61% | 90,61% |
18/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 436 657 CHF | 147 052 CHF | 94,97% | 94,97% |
15/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 589 CHF | 148 030 CHF | 97,78% | 97,78% |
14/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 176 CHF | 146 559 CHF | 98,73% | 98,73% |
13/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 054 CHF | 152 518 CHF | 96,64% | 96,64% |
12/11/2024 | 1,19% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 095 CHF | 126 532 CHF | 95,53% | 95,53% |
11/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 388 241 CHF | 130 914 CHF | 98,34% | 98,34% |
08/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 575 CHF | 123 692 CHF | 93,01% | 93,01% |
07/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 596 CHF | 123 365 CHF | 97,75% | 97,75% |