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 | 1,22% | 0,81 CHF | 0,82 CHF | 150 000 | 25 000 | 150 000 | 25 000 | 122 388 CHF | 20 648 CHF | 99,17% | 99,17% |
19/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 150 000 | 25 000 | 150 000 | 48 939 | 133 683 CHF | 44 096 CHF | 99,16% | 99,16% |
18/11/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 106 145 CHF | 35 882 CHF | 99,23% | 99,23% |
15/11/2024 | 1,90% | 0,57 CHF | 0,58 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 78 464 CHF | 26 655 CHF | 99,17% | 99,17% |
14/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 98 624 CHF | 33 625 CHF | 99,16% | 99,16% |
13/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 94 404 CHF | 32 218 CHF | 99,16% | 99,16% |
12/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 92 904 CHF | 31 718 CHF | 99,17% | 99,17% |
11/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 92 353 CHF | 31 534 CHF | 99,17% | 99,17% |
08/11/2024 | 2,66% | 0,41 CHF | 0,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 83 444 CHF | 28 565 CHF | 99,17% | 99,17% |
07/11/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 74 050 CHF | 25 433 CHF | 98,26% | 98,26% |