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 | 1,75% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 255 070 CHF | 86 523 CHF | 98,88% | 98,88% |
19/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 265 555 CHF | 90 018 CHF | 98,87% | 98,87% |
18/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 293 059 CHF | 99 187 CHF | 96,69% | 96,69% |
15/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 486 CHF | 101 995 CHF | 99,37% | 99,37% |
14/11/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 317 276 CHF | 107 259 CHF | 99,37% | 99,37% |
13/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 141 CHF | 101 880 CHF | 96,95% | 96,95% |
12/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 299 801 CHF | 101 434 CHF | 96,96% | 96,96% |
11/11/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 535 CHF | 93 345 CHF | 96,88% | 96,88% |
08/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 253 672 CHF | 86 057 CHF | 93,42% | 93,42% |
07/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 260 396 CHF | 88 299 CHF | 97,89% | 97,89% |