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 | 1,34% | 0,72 CHF | 0,73 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 185 671 CHF | 56 451 CHF | 99,41% | 99,41% |
19/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 183 763 CHF | 55 879 CHF | 99,41% | 99,41% |
18/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 195 756 CHF | 59 477 CHF | 97,60% | 97,60% |
15/11/2024 | 1,17% | 0,78 CHF | 0,79 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 212 940 CHF | 64 632 CHF | 99,41% | 99,41% |
14/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 213 531 CHF | 64 809 CHF | 99,41% | 99,41% |
13/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 214 183 CHF | 65 005 CHF | 96,99% | 96,99% |
12/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 224 277 CHF | 68 033 CHF | 96,80% | 96,80% |
11/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 218 876 CHF | 66 413 CHF | 99,42% | 99,42% |
08/11/2024 | 1,22% | 0,88 CHF | 0,89 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 204 362 CHF | 62 059 CHF | 90,77% | 90,77% |
07/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 202 322 CHF | 61 447 CHF | 98,70% | 98,70% |