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 | 1,09% | 0,88 CHF | 0,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 204 982 CHF | 69 077 CHF | 98,67% | 98,67% |
19/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 191 960 CHF | 64 737 CHF | 95,80% | 95,80% |
18/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 193 996 CHF | 65 415 CHF | 96,60% | 96,60% |
15/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 193 487 CHF | 65 246 CHF | 95,26% | 95,26% |
14/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 182 954 CHF | 61 735 CHF | 98,32% | 98,32% |
13/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 181 900 CHF | 61 383 CHF | 98,24% | 98,24% |
12/11/2024 | 1,13% | 0,80 CHF | 0,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 197 746 CHF | 66 665 CHF | 98,93% | 98,93% |
11/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 220 900 CHF | 74 383 CHF | 97,86% | 97,86% |
08/11/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 192 692 CHF | 64 981 CHF | 98,83% | 98,83% |
07/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 193 661 CHF | 65 304 CHF | 98,14% | 98,14% |