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 | 1,51% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 319 259 | 106 420 | 210 061 CHF | 71 085 CHF | 98,79% | 98,79% |
19/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 443 916 | 147 972 | 275 170 CHF | 93 203 CHF | 96,62% | 96,62% |
18/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 551 CHF | 94 350 CHF | 96,68% | 96,68% |
15/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 443 204 | 147 735 | 272 421 CHF | 92 285 CHF | 95,45% | 95,45% |
14/11/2024 | 1,71% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 719 CHF | 88 740 CHF | 98,42% | 98,42% |
13/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 221 CHF | 88 574 CHF | 98,16% | 98,16% |
12/11/2024 | 1,59% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 413 148 | 137 716 | 258 102 CHF | 87 411 CHF | 98,94% | 98,94% |
11/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 534 CHF | 70 845 CHF | 97,87% | 97,87% |
08/11/2024 | 1,62% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 447 141 | 149 047 | 274 277 CHF | 92 916 CHF | 98,84% | 98,84% |
07/11/2024 | 1,61% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 415 876 | 138 625 | 255 098 CHF | 86 419 CHF | 98,22% | 98,22% |