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 | 1,89% | 0,52 CHF | 0,53 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 209 958 CHF | 13 372 CHF | 99,36% | 99,36% |
19/11/2024 | 1,67% | 0,55 CHF | 0,56 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 237 536 CHF | 15 096 CHF | 99,37% | 99,37% |
18/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 267 330 CHF | 16 958 CHF | 99,23% | 99,23% |
15/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 274 027 CHF | 17 377 CHF | 99,37% | 99,37% |
14/11/2024 | 1,09% | 0,84 CHF | 0,85 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 368 044 CHF | 23 253 CHF | 99,37% | 99,37% |
13/11/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 396 014 CHF | 25 001 CHF | 98,32% | 98,32% |
12/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 471 694 CHF | 29 731 CHF | 99,37% | 99,37% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 474 834 CHF | 29 927 CHF | 99,37% | 99,37% |
08/11/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 439 127 CHF | 27 696 CHF | 99,37% | 99,37% |
07/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 400 000 | 25 000 | 400 000 | 25 000 | 439 376 CHF | 27 711 CHF | 99,29% | 99,29% |