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 | 1,14% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 271 CHF | 132 590 CHF | 98,77% | 98,77% |
19/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 414 129 CHF | 139 543 CHF | 90,56% | 90,56% |
18/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 428 920 CHF | 144 473 CHF | 94,78% | 94,78% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 286 CHF | 145 595 CHF | 97,72% | 97,72% |
14/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 427 930 CHF | 144 143 CHF | 98,65% | 98,65% |
13/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 445 534 CHF | 150 011 CHF | 96,45% | 96,45% |
12/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 380 CHF | 123 960 CHF | 95,64% | 95,64% |
11/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 380 965 CHF | 128 488 CHF | 98,28% | 98,28% |
08/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 359 423 CHF | 121 308 CHF | 92,95% | 92,95% |
07/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 514 CHF | 121 005 CHF | 97,75% | 97,75% |