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 | 1,47% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 744 CHF | 103 081 CHF | 99,27% | 99,27% |
19/11/2024 | 1,61% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 277 641 CHF | 94 047 CHF | 88,76% | 88,76% |
18/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 764 CHF | 93 088 CHF | 97,51% | 97,51% |
15/11/2024 | 1,59% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 384 CHF | 94 961 CHF | 96,39% | 96,39% |
14/11/2024 | 1,41% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 774 CHF | 107 091 CHF | 99,26% | 99,26% |
13/11/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 296 CHF | 113 599 CHF | 99,22% | 99,22% |
12/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 329 684 CHF | 111 395 CHF | 99,27% | 99,27% |
11/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 484 CHF | 107 328 CHF | 99,24% | 99,24% |
08/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 784 CHF | 109 761 CHF | 99,17% | 99,17% |
07/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 774 CHF | 105 425 CHF | 98,60% | 98,60% |