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 | 1,64% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 272 271 CHF | 92 257 CHF | 99,37% | 99,37% |
19/11/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 253 305 CHF | 85 935 CHF | 99,37% | 99,37% |
18/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 258 687 CHF | 87 729 CHF | 99,25% | 99,25% |
15/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 268 532 CHF | 91 011 CHF | 99,38% | 99,38% |
14/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 369 CHF | 89 956 CHF | 99,36% | 99,36% |
13/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 432 CHF | 88 311 CHF | 99,37% | 99,37% |
12/11/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 270 043 CHF | 91 514 CHF | 99,37% | 99,37% |
11/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 529 CHF | 97 343 CHF | 99,37% | 99,37% |
08/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 280 245 CHF | 94 915 CHF | 99,37% | 99,37% |
07/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 270 099 CHF | 91 533 CHF | 98,37% | 98,37% |