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 | 1,19% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 675 CHF | 127 058 CHF | 98,78% | 98,78% |
19/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 368 823 CHF | 124 441 CHF | 96,61% | 96,61% |
18/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 374 376 CHF | 126 292 CHF | 97,66% | 97,66% |
15/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 379 636 CHF | 128 045 CHF | 95,66% | 95,66% |
14/11/2024 | 1,03% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 900 CHF | 146 800 CHF | 99,29% | 99,29% |
13/11/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 724 CHF | 145 742 CHF | 98,73% | 98,73% |
12/11/2024 | 1,01% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 217 CHF | 149 572 CHF | 99,33% | 99,33% |
11/11/2024 | 0,97% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 463 930 CHF | 156 143 CHF | 96,30% | 96,30% |
08/11/2024 | 1,14% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 391 735 CHF | 132 078 CHF | 96,76% | 96,76% |
07/11/2024 | 1,09% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 409 578 CHF | 138 026 CHF | 98,63% | 98,63% |