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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 210 718 CHF | 70 989 CHF | 99,16% | 99,16% |
20/11/2024 | 1,11% | 0,93 CHF | 0,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 201 838 CHF | 68 029 CHF | 99,16% | 99,16% |
19/11/2024 | 1,25% | 0,85 CHF | 0,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 179 577 CHF | 60 609 CHF | 99,17% | 99,17% |
18/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 196 079 CHF | 66 110 CHF | 99,22% | 99,22% |
15/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 207 241 CHF | 69 830 CHF | 99,16% | 99,16% |
14/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 200 068 CHF | 67 439 CHF | 99,15% | 99,15% |
13/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 170 848 CHF | 57 699 CHF | 99,16% | 99,16% |
12/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 184 253 CHF | 62 168 CHF | 99,15% | 99,15% |
11/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 187 624 CHF | 63 291 CHF | 99,16% | 99,16% |
08/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 172 896 CHF | 58 382 CHF | 99,16% | 99,16% |