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 | 1,23% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 181 992 CHF | 61 414 CHF | 97,66% | 97,66% |
19/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 178 835 CHF | 60 362 CHF | 87,55% | 87,55% |
18/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 194 246 CHF | 65 499 CHF | 96,24% | 96,24% |
15/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 196 206 CHF | 66 152 CHF | 96,53% | 96,53% |
14/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 205 587 CHF | 69 279 CHF | 90,95% | 90,95% |
13/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 200 914 CHF | 67 721 CHF | 83,95% | 83,95% |
12/11/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 233 498 CHF | 78 583 CHF | 99,27% | 99,35% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 237 968 CHF | 80 073 CHF | 71,55% | 96,71% |
08/11/2024 | 0,89% | 1,04 CHF | 1,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 252 743 CHF | 84 998 CHF | 51,97% | 99,31% |
07/11/2024 | - | 1,25 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 69,22% |