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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,69% | 0,65 CHF | 0,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 132 367 CHF | 44 872 CHF | 99,37% | 99,37% |
22/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 137 263 CHF | 46 504 CHF | 99,16% | 99,16% |
20/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 165 011 CHF | 55 754 CHF | 99,36% | 99,36% |
19/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 163 119 CHF | 55 123 CHF | 99,37% | 99,37% |
18/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 170 593 CHF | 57 614 CHF | 99,22% | 99,22% |
15/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 182 180 CHF | 61 477 CHF | 98,94% | 98,94% |
14/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 174 442 CHF | 58 897 CHF | 99,38% | 99,38% |
13/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 176 479 CHF | 59 576 CHF | 99,36% | 99,36% |
12/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 178 143 CHF | 60 131 CHF | 99,37% | 99,37% |
11/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 185 033 CHF | 62 428 CHF | 99,38% | 99,38% |