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 | 1,29% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 346 757 CHF | 117 086 CHF | 96,50% | 96,50% |
19/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 965 CHF | 114 155 CHF | 95,85% | 95,85% |
18/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 329 226 CHF | 111 242 CHF | 92,53% | 92,53% |
15/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 320 407 CHF | 108 302 CHF | 94,01% | 94,01% |
14/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 326 033 CHF | 110 178 CHF | 98,64% | 98,64% |
13/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 611 CHF | 118 037 CHF | 95,14% | 95,14% |
12/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 701 CHF | 113 067 CHF | 98,90% | 98,90% |
11/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 319 963 CHF | 108 154 CHF | 92,91% | 92,91% |
08/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 325 938 CHF | 110 146 CHF | 97,07% | 97,07% |
07/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 274 CHF | 109 591 CHF | 98,61% | 98,61% |