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 | 1,30% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 171 412 CHF | 57 887 CHF | 99,37% | 99,37% |
19/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 173 497 CHF | 58 582 CHF | 99,37% | 99,37% |
18/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 166 922 CHF | 56 391 CHF | 99,22% | 99,22% |
15/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 157 775 CHF | 53 342 CHF | 98,94% | 98,94% |
14/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 164 790 CHF | 55 680 CHF | 99,36% | 99,36% |
13/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 164 219 CHF | 55 490 CHF | 99,37% | 99,37% |
12/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 162 708 CHF | 54 986 CHF | 99,37% | 99,37% |
11/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 254 932 | 84 977 | 177 433 CHF | 59 994 CHF | 99,37% | 99,37% |
08/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 275 887 | 91 962 | 197 256 CHF | 66 672 CHF | 99,38% | 99,38% |
07/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 277 999 | 92 666 | 196 899 CHF | 66 560 CHF | 99,28% | 99,28% |