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 | 3,04% | 0,32 CHF | 0,33 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 73 291 CHF | 16 787 CHF | 99,36% | 99,36% |
19/11/2024 | 2,56% | 0,35 CHF | 0,36 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 87 107 CHF | 19 857 CHF | 99,38% | 99,38% |
18/11/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 101 526 CHF | 23 061 CHF | 99,23% | 99,23% |
15/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 105 425 CHF | 23 928 CHF | 99,37% | 99,37% |
14/11/2024 | 1,45% | 0,61 CHF | 0,62 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 155 008 CHF | 34 946 CHF | 99,37% | 99,37% |
13/11/2024 | 1,31% | 0,81 CHF | 0,82 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 171 042 CHF | 38 509 CHF | 98,32% | 98,32% |
12/11/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 212 720 CHF | 47 771 CHF | 99,37% | 99,37% |
11/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 214 433 CHF | 48 152 CHF | 99,37% | 99,37% |
08/11/2024 | 1,15% | 0,91 CHF | 0,92 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 195 031 CHF | 43 840 CHF | 99,37% | 99,37% |
07/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 195 422 CHF | 43 927 CHF | 99,29% | 99,29% |