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 | 1,44% | 0,66 CHF | 0,67 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 103 462 CHF | 52 481 CHF | 99,17% | 99,17% |
19/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 101 940 CHF | 51 720 CHF | 99,17% | 99,17% |
18/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 94 869 CHF | 48 185 CHF | 99,22% | 99,22% |
15/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 95 275 CHF | 48 388 CHF | 99,16% | 99,16% |
14/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 95 178 CHF | 48 339 CHF | 99,15% | 99,15% |
13/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 91 687 CHF | 46 593 CHF | 99,16% | 99,16% |
12/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 95 603 CHF | 48 551 CHF | 99,16% | 99,16% |
11/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 92 536 CHF | 47 018 CHF | 99,16% | 99,16% |
08/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 85 575 CHF | 43 537 CHF | 99,17% | 99,17% |
07/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 150 000 | 75 000 | 150 000 | 75 000 | 84 901 CHF | 43 201 CHF | 98,19% | 98,19% |