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 | 1,82% | 0,54 CHF | 0,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 163 109 CHF | 166 109 CHF | 99,49% | 99,49% |
19/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 163 974 CHF | 166 974 CHF | 99,36% | 99,36% |
18/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 63 833 CHF | 65 083 CHF | 99,27% | 99,27% |
15/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 65 879 CHF | 67 129 CHF | 98,34% | 98,34% |
14/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 61 505 CHF | 62 755 CHF | 99,48% | 99,48% |
13/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 63 265 CHF | 64 515 CHF | 99,23% | 99,23% |
12/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 63 031 CHF | 64 281 CHF | 99,16% | 99,16% |
11/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 67 408 CHF | 68 658 CHF | 98,90% | 98,90% |
08/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 73 328 CHF | 74 578 CHF | 99,47% | 99,47% |
07/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 72 936 CHF | 74 186 CHF | 99,35% | 99,35% |