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 | 1,67% | 0,55 CHF | 0,56 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 446 934 CHF | 45 443 CHF | 99,17% | 99,17% |
19/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 412 164 CHF | 41 966 CHF | 99,16% | 99,16% |
18/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 411 243 CHF | 41 874 CHF | 99,23% | 99,23% |
15/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 452 751 CHF | 46 025 CHF | 99,16% | 99,16% |
14/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 474 522 CHF | 48 202 CHF | 99,16% | 99,16% |
13/11/2024 | 1,77% | 0,59 CHF | 0,60 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 420 759 CHF | 42 826 CHF | 99,16% | 99,16% |
12/11/2024 | 1,61% | 0,58 CHF | 0,59 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 461 790 CHF | 46 929 CHF | 99,16% | 99,16% |
11/11/2024 | 1,41% | 0,66 CHF | 0,67 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 530 380 CHF | 53 788 CHF | 99,16% | 99,16% |
08/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 484 400 CHF | 49 190 CHF | 99,17% | 99,17% |
07/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 472 843 CHF | 48 034 CHF | 98,24% | 98,24% |