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 | 1,15% | 0,86 CHF | 0,87 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 432 630 CHF | 131 289 CHF | 99,37% | 99,37% |
19/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 425 043 CHF | 129 013 CHF | 99,37% | 99,37% |
18/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 402 224 CHF | 122 167 CHF | 99,26% | 99,26% |
15/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 374 899 CHF | 113 970 CHF | 99,38% | 99,38% |
14/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 354 643 CHF | 107 893 CHF | 99,36% | 99,36% |
13/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 365 540 CHF | 111 162 CHF | 99,37% | 99,37% |
12/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 372 361 CHF | 113 208 CHF | 99,38% | 99,38% |
11/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 395 839 CHF | 120 252 CHF | 99,37% | 99,37% |
08/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 333 765 CHF | 101 630 CHF | 99,37% | 99,37% |
07/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 500 000 | 150 000 | 499 828 | 150 000 | 337 690 CHF | 102 841 CHF | 98,38% | 98,38% |