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 | 1,79% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 248 776 CHF | 84 425 CHF | 99,35% | 99,35% |
19/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 229 813 CHF | 78 104 CHF | 96,69% | 96,69% |
18/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 237 704 CHF | 80 735 CHF | 97,59% | 97,59% |
15/11/2024 | 1,82% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 244 688 CHF | 83 063 CHF | 96,40% | 96,40% |
14/11/2024 | 1,70% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 103 CHF | 88 868 CHF | 99,30% | 99,30% |
13/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 010 CHF | 89 837 CHF | 98,75% | 98,75% |
12/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 457 CHF | 91 986 CHF | 99,37% | 99,37% |
11/11/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 530 CHF | 95 677 CHF | 99,32% | 99,32% |
08/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 514 CHF | 96 338 CHF | 99,34% | 99,34% |
07/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 291 254 CHF | 98 585 CHF | 98,63% | 98,63% |