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 | 1,17% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 381 059 CHF | 128 520 CHF | 98,92% | 98,92% |
19/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 148 CHF | 124 883 CHF | 88,74% | 88,74% |
18/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 685 CHF | 118 395 CHF | 96,52% | 96,52% |
15/11/2024 | 1,34% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 869 CHF | 112 790 CHF | 91,64% | 91,64% |
14/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 307 818 CHF | 104 106 CHF | 99,31% | 99,31% |
13/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 588 CHF | 105 029 CHF | 98,68% | 98,68% |
12/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 276 CHF | 97 592 CHF | 99,33% | 99,33% |
11/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 263 063 CHF | 89 188 CHF | 99,34% | 99,34% |
08/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 266 283 CHF | 90 261 CHF | 98,12% | 98,12% |
07/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 240 229 CHF | 81 577 CHF | 98,55% | 98,55% |