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% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 470 CHF | 99 990 CHF | 99,38% | 99,38% |
19/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 336 CHF | 97 279 CHF | 99,38% | 99,38% |
18/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 735 CHF | 100 078 CHF | 99,38% | 99,38% |
15/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 315 278 CHF | 106 593 CHF | 99,36% | 99,36% |
14/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 080 CHF | 107 527 CHF | 99,38% | 99,38% |
13/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 319 CHF | 102 273 CHF | 99,38% | 99,38% |
12/11/2024 | 1,40% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 319 207 CHF | 107 902 CHF | 99,14% | 99,14% |
11/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 335 102 CHF | 113 201 CHF | 99,38% | 99,38% |
08/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 430 CHF | 107 643 CHF | 99,37% | 99,37% |
07/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 320 788 CHF | 108 429 CHF | 98,58% | 98,58% |