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 | 1,81% | 0,56 CHF | 0,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 123 618 CHF | 41 956 CHF | 99,16% | 99,16% |
19/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 111 960 CHF | 38 070 CHF | 99,17% | 99,17% |
18/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 137 274 CHF | 46 508 CHF | 99,23% | 99,23% |
15/11/2024 | 1,32% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 169 653 CHF | 57 301 CHF | 99,17% | 99,17% |
14/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 189 518 CHF | 63 923 CHF | 99,16% | 99,16% |
13/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 194 699 CHF | 65 650 CHF | 99,16% | 99,16% |
12/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 198 003 CHF | 66 751 CHF | 99,16% | 99,16% |
11/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 199 364 CHF | 67 205 CHF | 99,17% | 99,17% |
08/11/2024 | 1,07% | 0,88 CHF | 0,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 209 011 CHF | 70 420 CHF | 99,16% | 99,16% |
07/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 223 674 CHF | 75 308 CHF | 98,26% | 98,26% |