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 | 1,41% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 880 CHF | 107 127 CHF | 98,94% | 98,94% |
19/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 326 800 CHF | 110 433 CHF | 90,22% | 90,22% |
18/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 285 629 CHF | 96 710 CHF | 96,39% | 96,39% |
15/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 632 CHF | 92 044 CHF | 98,33% | 98,33% |
14/11/2024 | 1,62% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 925 CHF | 93 475 CHF | 98,91% | 98,91% |
13/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 293 602 CHF | 99 367 CHF | 96,57% | 96,57% |
12/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 245 956 CHF | 83 485 CHF | 93,93% | 93,93% |
11/11/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 294 230 CHF | 99 577 CHF | 97,90% | 97,90% |
08/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 338 876 CHF | 114 459 CHF | 93,10% | 93,10% |
07/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 327 749 CHF | 110 750 CHF | 98,21% | 98,21% |