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 | 1,92% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 627 CHF | 52 542 CHF | 99,17% | 99,17% |
19/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 141 797 CHF | 48 266 CHF | 99,17% | 99,17% |
18/11/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 619 CHF | 56 873 CHF | 99,23% | 99,23% |
15/11/2024 | 1,49% | 0,63 CHF | 0,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 150 062 CHF | 50 771 CHF | 99,17% | 99,17% |
14/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 165 601 CHF | 55 950 CHF | 99,16% | 99,16% |
13/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 168 987 CHF | 57 079 CHF | 99,17% | 99,17% |
12/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 171 660 CHF | 57 970 CHF | 99,17% | 99,17% |
11/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 172 206 CHF | 58 152 CHF | 99,17% | 99,17% |
08/11/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 179 034 CHF | 60 428 CHF | 99,17% | 99,17% |
07/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 190 504 CHF | 64 251 CHF | 98,25% | 98,25% |