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 | 1,12% | 0,90 CHF | 0,91 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 133 671 CHF | 45 057 CHF | 99,38% | 99,38% |
19/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 130 917 CHF | 44 139 CHF | 99,37% | 99,37% |
18/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 124 400 CHF | 41 967 CHF | 99,37% | 99,37% |
15/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 117 119 CHF | 39 540 CHF | 99,36% | 99,36% |
14/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 121 564 CHF | 41 021 CHF | 99,38% | 99,38% |
13/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 123 892 CHF | 41 798 CHF | 99,37% | 99,37% |
12/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 117 883 CHF | 39 794 CHF | 99,15% | 99,15% |
11/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 108 836 CHF | 36 779 CHF | 99,38% | 99,38% |
08/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 111 412 CHF | 37 637 CHF | 99,37% | 99,37% |
07/11/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 105 196 CHF | 35 565 CHF | 98,58% | 98,58% |