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 | 1,93% | 0,51 CHF | 0,52 CHF | 225 000 | 75 000 | 214 356 | 71 452 | 109 774 CHF | 37 306 CHF | 99,16% | 99,16% |
19/11/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 225 000 | 75 000 | 220 108 | 73 369 | 111 775 CHF | 37 992 CHF | 99,17% | 99,17% |
18/11/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 225 000 | 75 000 | 184 145 | 61 382 | 96 224 CHF | 32 689 CHF | 99,22% | 99,22% |
15/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 150 000 | 50 000 | 192 353 | 64 118 | 100 465 CHF | 34 130 CHF | 99,16% | 99,16% |
14/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 225 000 | 75 000 | 218 544 | 72 848 | 111 150 CHF | 37 779 CHF | 99,16% | 99,16% |
13/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 109 667 CHF | 37 306 CHF | 99,16% | 99,16% |
12/11/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 106 645 CHF | 36 298 CHF | 99,16% | 99,16% |
11/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 225 000 | 75 000 | 187 986 | 62 662 | 100 140 CHF | 34 007 CHF | 99,16% | 99,16% |
08/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 150 000 | 50 000 | 207 455 | 69 152 | 109 390 CHF | 37 155 CHF | 99,16% | 99,16% |
07/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 225 000 | 75 000 | 215 481 | 71 827 | 113 476 CHF | 38 544 CHF | 98,19% | 98,19% |