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 | 1,69% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 264 417 CHF | 89 639 CHF | 99,37% | 99,37% |
19/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 246 302 CHF | 83 601 CHF | 99,37% | 99,37% |
18/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 250 110 CHF | 84 870 CHF | 99,25% | 99,25% |
15/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 371 CHF | 88 291 CHF | 99,38% | 99,38% |
14/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 258 676 CHF | 87 725 CHF | 99,37% | 99,37% |
13/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 116 CHF | 86 539 CHF | 99,37% | 99,37% |
12/11/2024 | 1,70% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 837 CHF | 89 112 CHF | 99,37% | 99,37% |
11/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 684 CHF | 95 062 CHF | 99,37% | 99,37% |
08/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 431 CHF | 91 977 CHF | 99,37% | 99,37% |
07/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 263 720 CHF | 89 407 CHF | 98,37% | 98,37% |