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 | 1,37% | 0,72 CHF | 0,73 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 108 591 CHF | 36 697 CHF | 99,17% | 99,17% |
19/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 106 937 CHF | 36 146 CHF | 99,17% | 99,17% |
18/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 109 998 CHF | 37 166 CHF | 99,22% | 99,22% |
15/11/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 109 675 CHF | 37 058 CHF | 99,17% | 99,17% |
14/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 107 013 CHF | 36 171 CHF | 99,15% | 99,15% |
13/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 103 052 CHF | 34 851 CHF | 99,16% | 99,16% |
12/11/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 100 335 CHF | 33 945 CHF | 99,16% | 99,16% |
11/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 111 333 CHF | 37 611 CHF | 99,16% | 99,16% |
08/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 110 548 CHF | 37 349 CHF | 99,16% | 99,16% |
07/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 110 349 CHF | 37 283 CHF | 98,18% | 98,18% |