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 | 1,50% | 0,77 CHF | 0,78 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 179 009 CHF | 40 380 CHF | 98,68% | 98,68% |
19/11/2024 | 1,43% | 0,82 CHF | 0,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 187 883 CHF | 63 528 CHF | 99,38% | 99,38% |
18/11/2024 | 1,35% | 0,91 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 199 318 CHF | 67 339 CHF | 99,26% | 99,26% |
15/11/2024 | 1,41% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 189 843 CHF | 64 181 CHF | 99,38% | 99,38% |
14/11/2024 | 1,39% | 0,87 CHF | 0,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 192 439 CHF | 65 046 CHF | 99,37% | 99,37% |
13/11/2024 | 1,47% | 0,82 CHF | 0,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 182 210 CHF | 61 637 CHF | 99,37% | 99,37% |
12/11/2024 | 1,40% | 0,83 CHF | 0,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 191 288 CHF | 64 663 CHF | 99,38% | 99,38% |
11/11/2024 | 1,39% | 0,91 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 192 764 CHF | 65 155 CHF | 99,38% | 99,38% |
08/11/2024 | 1,50% | 0,82 CHF | 0,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 179 249 CHF | 60 650 CHF | 99,37% | 99,37% |
07/11/2024 | 1,37% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 195 979 CHF | 66 226 CHF | 98,37% | 98,37% |