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 | 1,31% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 342 032 CHF | 115 511 CHF | 99,17% | 99,17% |
19/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 894 CHF | 114 131 CHF | 99,16% | 99,16% |
18/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 562 CHF | 105 354 CHF | 99,22% | 99,22% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 312 662 CHF | 105 721 CHF | 99,17% | 99,17% |
14/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 312 178 CHF | 105 559 CHF | 99,15% | 99,15% |
13/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 299 568 CHF | 101 356 CHF | 99,16% | 99,16% |
12/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 314 954 CHF | 106 485 CHF | 99,16% | 99,16% |
11/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 753 CHF | 102 418 CHF | 99,16% | 99,16% |
08/11/2024 | 1,61% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 153 CHF | 94 218 CHF | 99,17% | 99,17% |
07/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 294 CHF | 93 265 CHF | 98,18% | 98,18% |