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 | 1,40% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 319 800 CHF | 108 100 CHF | 98,85% | 98,85% |
19/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 580 CHF | 101 027 CHF | 90,60% | 90,60% |
18/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 286 249 CHF | 96 916 CHF | 95,07% | 95,07% |
15/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 292 CHF | 96 597 CHF | 97,78% | 97,78% |
14/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 288 674 CHF | 97 725 CHF | 98,73% | 98,73% |
13/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 241 CHF | 91 914 CHF | 96,44% | 96,44% |
12/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 348 949 CHF | 117 816 CHF | 95,57% | 95,57% |
11/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 835 CHF | 113 778 CHF | 98,35% | 98,35% |
08/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 443 CHF | 121 648 CHF | 93,00% | 93,00% |
07/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 272 CHF | 122 924 CHF | 97,76% | 97,76% |