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 | 1,93% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 033 CHF | 52 344 CHF | 99,16% | 99,16% |
19/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 141 742 CHF | 48 247 CHF | 99,17% | 99,17% |
18/11/2024 | 1,79% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 166 173 CHF | 56 391 CHF | 99,23% | 99,23% |
15/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 417 CHF | 66 806 CHF | 99,17% | 99,17% |
14/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 162 217 CHF | 54 823 CHF | 99,16% | 99,16% |
13/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 166 615 CHF | 56 288 CHF | 99,16% | 99,16% |
12/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 839 CHF | 57 030 CHF | 99,17% | 99,17% |
11/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 702 CHF | 56 984 CHF | 99,17% | 99,17% |
08/11/2024 | 1,28% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 174 710 CHF | 58 987 CHF | 99,16% | 99,16% |
07/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 185 762 CHF | 62 671 CHF | 98,26% | 98,26% |