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 | 1,33% | 0,70 CHF | 0,71 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 562 052 CHF | 37 970 CHF | 99,17% | 99,17% |
19/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 525 252 CHF | 35 517 CHF | 99,16% | 99,16% |
18/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 523 745 CHF | 35 416 CHF | 99,23% | 99,23% |
15/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 567 310 CHF | 38 321 CHF | 99,17% | 99,17% |
14/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 589 476 CHF | 39 798 CHF | 99,16% | 99,16% |
13/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 532 800 CHF | 36 020 CHF | 99,16% | 99,16% |
12/11/2024 | 1,29% | 0,73 CHF | 0,74 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 575 960 CHF | 38 897 CHF | 99,16% | 99,16% |
11/11/2024 | 1,16% | 0,81 CHF | 0,82 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 646 508 CHF | 43 601 CHF | 99,16% | 99,16% |
08/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 597 438 CHF | 40 329 CHF | 99,16% | 99,16% |
07/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 584 674 CHF | 39 478 CHF | 98,27% | 98,27% |