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 | 1,26% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 177 978 CHF | 60 076 CHF | 99,17% | 99,17% |
19/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 179 450 CHF | 60 567 CHF | 99,17% | 99,17% |
18/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 180 968 CHF | 61 073 CHF | 99,22% | 99,22% |
15/11/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 180 281 CHF | 60 844 CHF | 99,16% | 99,16% |
14/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 172 492 CHF | 58 247 CHF | 99,16% | 99,16% |
13/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 164 998 CHF | 55 749 CHF | 99,16% | 99,16% |
12/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 158 522 CHF | 53 591 CHF | 99,16% | 99,16% |
11/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 179 163 CHF | 60 471 CHF | 99,16% | 99,16% |
08/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 180 188 CHF | 60 813 CHF | 99,16% | 99,16% |
07/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 176 787 CHF | 59 679 CHF | 98,19% | 98,19% |