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 | 0,66% | 1,52 CHF | 1,53 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 378 949 CHF | 114 435 CHF | 98,31% | 98,31% |
19/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 373 330 CHF | 112 749 CHF | 98,64% | 98,64% |
18/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 378 892 CHF | 114 418 CHF | 94,92% | 94,92% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 377 639 CHF | 114 042 CHF | 99,41% | 99,41% |
14/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 370 418 CHF | 111 875 CHF | 95,87% | 95,87% |
13/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 365 221 CHF | 110 316 CHF | 96,88% | 96,88% |
12/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 365 059 CHF | 110 268 CHF | 89,37% | 89,37% |
11/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 356 832 CHF | 107 800 CHF | 98,89% | 98,89% |
08/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 345 617 CHF | 104 435 CHF | 93,37% | 93,37% |
07/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 337 832 CHF | 102 100 CHF | 84,77% | 84,77% |