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 | 1,63% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 297 535 | 99 178 | 181 658 CHF | 61 544 CHF | 99,37% | 99,37% |
19/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 293 875 | 97 958 | 179 928 CHF | 60 956 CHF | 99,37% | 99,37% |
18/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 225 000 | 75 000 | 253 983 | 84 661 | 158 829 CHF | 53 790 CHF | 99,22% | 99,22% |
15/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 152 182 CHF | 51 477 CHF | 99,37% | 99,37% |
14/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 155 521 CHF | 52 590 CHF | 99,38% | 99,38% |
13/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 153 999 CHF | 52 083 CHF | 99,37% | 99,37% |
12/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 159 757 CHF | 54 002 CHF | 99,37% | 99,37% |
11/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 169 540 CHF | 57 264 CHF | 99,37% | 99,37% |
08/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 167 049 CHF | 56 433 CHF | 99,38% | 99,38% |
07/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 170 632 CHF | 57 627 CHF | 99,28% | 99,28% |