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 | 2,13% | 0,53 CHF | 0,55 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 126 344 CHF | 28 677 CHF | 98,69% | 98,69% |
19/11/2024 | 1,99% | 0,58 CHF | 0,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 134 687 CHF | 45 796 CHF | 99,37% | 99,37% |
18/11/2024 | 1,83% | 0,67 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 145 867 CHF | 49 522 CHF | 99,25% | 99,25% |
15/11/2024 | 1,95% | 0,61 CHF | 0,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 137 168 CHF | 46 623 CHF | 99,38% | 99,38% |
14/11/2024 | 1,93% | 0,63 CHF | 0,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 138 900 CHF | 47 200 CHF | 99,37% | 99,37% |
13/11/2024 | 2,07% | 0,59 CHF | 0,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 129 300 CHF | 44 000 CHF | 99,37% | 99,37% |
12/11/2024 | 1,93% | 0,60 CHF | 0,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 138 831 CHF | 47 177 CHF | 99,38% | 99,38% |
11/11/2024 | 1,92% | 0,66 CHF | 0,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 139 677 CHF | 47 459 CHF | 99,38% | 99,38% |
08/11/2024 | 2,09% | 0,59 CHF | 0,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 127 883 CHF | 43 528 CHF | 99,38% | 99,38% |
07/11/2024 | 1,86% | 0,61 CHF | 0,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 143 538 CHF | 48 746 CHF | 98,38% | 98,38% |