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 | 2,30% | 0,43 CHF | 0,44 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 96 641 CHF | 32 964 CHF | 99,37% | 99,37% |
19/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 92 307 CHF | 31 519 CHF | 99,38% | 99,38% |
18/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 96 387 CHF | 32 879 CHF | 99,25% | 99,25% |
15/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 87 773 CHF | 30 008 CHF | 99,38% | 99,38% |
14/11/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 81 613 CHF | 27 954 CHF | 99,38% | 99,38% |
13/11/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 75 511 CHF | 25 920 CHF | 99,37% | 99,37% |
12/11/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 81 785 CHF | 28 012 CHF | 99,38% | 99,38% |
11/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 83 692 CHF | 28 647 CHF | 99,38% | 99,38% |
08/11/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 88 467 CHF | 30 239 CHF | 99,38% | 99,38% |
07/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 87 496 CHF | 29 915 CHF | 98,38% | 98,38% |