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 | 0,60% | 1,65 CHF | 1,66 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 412 593 CHF | 124 528 CHF | 98,31% | 98,31% |
19/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 407 975 CHF | 123 142 CHF | 98,64% | 98,64% |
18/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 413 311 CHF | 124 743 CHF | 95,01% | 95,01% |
15/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 411 812 CHF | 124 293 CHF | 99,40% | 99,40% |
14/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 405 210 CHF | 122 313 CHF | 95,87% | 95,87% |
13/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 399 875 CHF | 120 713 CHF | 96,71% | 96,71% |
12/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 399 958 CHF | 120 738 CHF | 89,39% | 89,39% |
11/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 391 005 CHF | 118 052 CHF | 98,89% | 98,89% |
08/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 379 359 CHF | 114 558 CHF | 93,41% | 93,41% |
07/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 372 030 CHF | 112 359 CHF | 84,73% | 84,73% |