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% | 0,54 CHF | 0,55 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 127 240 CHF | 129 490 CHF | 97,86% | 97,86% |
19/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 120 474 CHF | 122 724 CHF | 98,81% | 98,81% |
18/11/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 130 158 CHF | 132 408 CHF | 98,77% | 98,77% |
15/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 136 133 CHF | 138 383 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 143 378 CHF | 145 628 CHF | 98,26% | 98,26% |
13/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 137 538 CHF | 139 788 CHF | 99,60% | 99,60% |
12/11/2024 | 1,49% | 0,62 CHF | 0,63 CHF | 225 000 | 225 000 | 228 461 | 228 461 | 152 578 CHF | 154 862 CHF | 100,00% | 100,00% |
11/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 275 096 CHF | 278 846 CHF | 100,00% | 100,00% |
08/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 257 114 CHF | 260 864 CHF | 84,82% | 84,82% |
07/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 281 215 CHF | 284 965 CHF | 100,00% | 100,00% |