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 | 1,23% | 0,79 CHF | 0,80 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 405 707 CHF | 123 212 CHF | 99,38% | 99,38% |
19/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 398 460 CHF | 121 038 CHF | 99,37% | 99,37% |
18/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 396 056 CHF | 120 317 CHF | 99,25% | 99,25% |
15/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 388 377 CHF | 118 013 CHF | 99,38% | 99,38% |
14/11/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 372 606 CHF | 113 282 CHF | 99,38% | 99,38% |
13/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 358 076 CHF | 108 923 CHF | 99,36% | 99,36% |
12/11/2024 | 1,39% | 0,69 CHF | 0,70 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 356 724 CHF | 108 517 CHF | 99,37% | 99,37% |
11/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 373 417 CHF | 113 525 CHF | 99,38% | 99,38% |
08/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 353 565 CHF | 107 570 CHF | 99,37% | 99,37% |
07/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 373 667 CHF | 113 600 CHF | 98,38% | 98,38% |