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 | 0,70% | 1,42 CHF | 1,43 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 355 636 CHF | 107 441 CHF | 98,30% | 98,30% |
19/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 350 591 CHF | 105 927 CHF | 98,61% | 98,61% |
18/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 356 037 CHF | 107 561 CHF | 94,99% | 94,99% |
15/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 354 383 CHF | 107 065 CHF | 99,40% | 99,40% |
14/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 347 829 CHF | 105 099 CHF | 95,88% | 95,88% |
13/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 342 619 CHF | 103 536 CHF | 96,70% | 96,70% |
12/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 342 503 CHF | 103 501 CHF | 89,42% | 89,42% |
11/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 333 995 CHF | 100 948 CHF | 98,89% | 98,89% |
08/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 323 118 CHF | 97 685 CHF | 93,36% | 93,36% |
07/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 315 221 CHF | 95 316 CHF | 84,81% | 84,81% |