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 | 2,01% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 166 843 CHF | 56 739 CHF | 99,37% | 99,37% |
19/11/2024 | 1,98% | 0,76 CHF | 0,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 591 CHF | 57 322 CHF | 99,37% | 99,37% |
18/11/2024 | 1,89% | 0,79 CHF | 0,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 177 528 CHF | 60 301 CHF | 99,22% | 99,22% |
15/11/2024 | 1,76% | 0,83 CHF | 0,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 190 046 CHF | 64 474 CHF | 99,37% | 99,37% |
14/11/2024 | 1,72% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 194 160 CHF | 65 845 CHF | 99,36% | 99,36% |
13/11/2024 | 1,74% | 0,86 CHF | 0,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 192 163 CHF | 65 179 CHF | 99,37% | 99,37% |
12/11/2024 | 1,68% | 0,86 CHF | 0,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 199 434 CHF | 67 603 CHF | 99,37% | 99,37% |
11/11/2024 | 1,59% | 0,93 CHF | 0,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 210 543 CHF | 71 306 CHF | 99,38% | 99,38% |
08/11/2024 | 1,62% | 0,92 CHF | 0,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 207 138 CHF | 70 171 CHF | 99,38% | 99,38% |
07/11/2024 | 1,59% | 0,94 CHF | 0,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 211 145 CHF | 71 507 CHF | 99,28% | 99,28% |