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% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 342 071 CHF | 114 774 CHF | 98,19% | 98,19% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 328 148 CHF | 110 133 CHF | 96,37% | 96,37% |
18/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 330 765 CHF | 111 005 CHF | 96,57% | 96,57% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 330 192 CHF | 110 814 CHF | 95,38% | 95,38% |
14/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 318 773 CHF | 107 008 CHF | 98,36% | 98,36% |
13/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 317 373 CHF | 106 541 CHF | 98,22% | 98,22% |
12/11/2024 | 0,67% | 1,40 CHF | 1,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 333 791 CHF | 112 014 CHF | 98,91% | 98,91% |
11/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 357 779 CHF | 120 010 CHF | 97,87% | 97,87% |
08/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 328 837 CHF | 110 362 CHF | 98,83% | 98,83% |
07/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 329 414 CHF | 110 555 CHF | 98,20% | 98,20% |