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 | 1,92% | 0,49 CHF | 0,50 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 116 277 CHF | 118 527 CHF | 97,86% | 97,86% |
19/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 109 714 CHF | 111 964 CHF | 98,68% | 98,68% |
18/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 119 247 CHF | 121 497 CHF | 98,77% | 98,77% |
15/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 125 340 CHF | 127 590 CHF | 99,92% | 99,92% |
14/11/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 132 454 CHF | 134 704 CHF | 98,26% | 98,26% |
13/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 126 641 CHF | 128 891 CHF | 99,60% | 99,60% |
12/11/2024 | 1,60% | 0,57 CHF | 0,58 CHF | 225 000 | 225 000 | 228 438 | 228 438 | 141 513 CHF | 143 798 CHF | 100,00% | 100,00% |
11/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 256 718 CHF | 260 468 CHF | 100,00% | 100,00% |
08/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 375 000 | 375 000 | 375 302 | 375 302 | 239 110 CHF | 242 863 CHF | 84,81% | 84,81% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 375 000 | 375 000 | 375 575 | 375 575 | 263 397 CHF | 267 152 CHF | 100,00% | 100,00% |