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 | 1,63% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 273 101 CHF | 92 534 CHF | 99,08% | 99,08% |
19/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 252 960 CHF | 85 820 CHF | 96,70% | 96,70% |
18/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 010 CHF | 88 503 CHF | 97,60% | 97,60% |
15/11/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 267 805 CHF | 90 769 CHF | 96,40% | 96,40% |
14/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 409 CHF | 96 303 CHF | 99,38% | 99,38% |
13/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 286 721 CHF | 97 074 CHF | 98,72% | 98,72% |
12/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 295 070 CHF | 99 857 CHF | 99,35% | 99,35% |
11/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 305 668 CHF | 103 389 CHF | 99,38% | 99,38% |
08/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 306 951 CHF | 103 817 CHF | 99,34% | 99,34% |
07/11/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 314 855 CHF | 106 452 CHF | 98,64% | 98,64% |