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 | 1,28% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 353 CHF | 117 618 CHF | 99,47% | 99,47% |
19/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 353 372 CHF | 119 291 CHF | 99,09% | 99,09% |
18/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 343 259 CHF | 115 920 CHF | 99,36% | 99,36% |
15/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 972 CHF | 118 157 CHF | 99,37% | 99,37% |
14/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 890 CHF | 122 797 CHF | 97,65% | 97,65% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 399 559 CHF | 134 686 CHF | 99,36% | 99,36% |
12/11/2024 | 1,18% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 599 CHF | 127 700 CHF | 99,00% | 99,00% |
11/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 551 CHF | 120 684 CHF | 99,37% | 99,37% |
08/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 568 CHF | 120 023 CHF | 99,14% | 99,14% |
07/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 340 173 CHF | 114 891 CHF | 98,59% | 98,59% |