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 | 1,53% | 0,64 CHF | 0,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 97 644 CHF | 33 048 CHF | 99,17% | 99,17% |
19/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 98 654 CHF | 33 385 CHF | 99,16% | 99,16% |
18/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 99 888 CHF | 33 796 CHF | 99,22% | 99,22% |
15/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 99 483 CHF | 33 661 CHF | 99,17% | 99,17% |
14/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 93 396 CHF | 31 632 CHF | 99,15% | 99,15% |
13/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 87 175 CHF | 29 558 CHF | 99,16% | 99,16% |
12/11/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 82 409 CHF | 27 970 CHF | 99,16% | 99,16% |
11/11/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 98 577 CHF | 33 359 CHF | 99,16% | 99,16% |
08/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 99 500 CHF | 33 667 CHF | 99,17% | 99,17% |
07/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 97 190 CHF | 32 897 CHF | 98,18% | 98,18% |