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 | 1,28% | 0,79 CHF | 0,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 174 747 CHF | 58 999 CHF | 99,38% | 99,38% |
19/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 171 066 CHF | 57 772 CHF | 99,37% | 99,37% |
18/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 652 CHF | 56 967 CHF | 99,37% | 99,37% |
15/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 260 386 | 86 795 | 190 160 CHF | 64 255 CHF | 99,36% | 99,36% |
14/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 260 379 | 86 793 | 183 278 CHF | 61 961 CHF | 99,38% | 99,38% |
13/11/2024 | 1,34% | 0,70 CHF | 0,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 166 913 CHF | 56 388 CHF | 99,37% | 99,37% |
12/11/2024 | 2,87% | 0,73 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 154 688 CHF | 53 063 CHF | 99,16% | 99,16% |
11/11/2024 | 2,86% | 0,66 CHF | 0,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 155 042 CHF | 53 181 CHF | 99,38% | 99,38% |
08/11/2024 | 2,91% | 0,69 CHF | 0,71 CHF | 225 000 | 75 000 | 260 380 | 86 793 | 176 465 CHF | 60 557 CHF | 99,37% | 99,37% |
07/11/2024 | 3,10% | 0,64 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 694 CHF | 65 565 CHF | 98,58% | 98,58% |