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 | 1,59% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 182 606 CHF | 61 844 CHF | 99,37% | 99,37% |
19/11/2024 | 1,58% | 0,83 CHF | 0,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 183 307 CHF | 62 077 CHF | 99,37% | 99,37% |
18/11/2024 | 1,54% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 188 442 CHF | 63 789 CHF | 99,22% | 99,22% |
15/11/2024 | 1,45% | 0,87 CHF | 0,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 199 653 CHF | 67 526 CHF | 99,37% | 99,37% |
14/11/2024 | 1,43% | 0,89 CHF | 0,91 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 203 428 CHF | 68 784 CHF | 99,36% | 99,36% |
13/11/2024 | 1,44% | 0,90 CHF | 0,91 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 202 152 CHF | 68 359 CHF | 99,37% | 99,37% |
12/11/2024 | 1,40% | 0,90 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 208 139 CHF | 70 355 CHF | 99,37% | 99,37% |
11/11/2024 | 1,33% | 0,97 CHF | 0,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 218 520 CHF | 73 815 CHF | 99,37% | 99,37% |
08/11/2024 | 1,34% | 0,96 CHF | 0,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 216 166 CHF | 73 030 CHF | 99,37% | 99,37% |
07/11/2024 | 1,32% | 0,98 CHF | 0,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 219 424 CHF | 74 116 CHF | 99,28% | 99,28% |