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 | 0,48% | 2,06 CHF | 2,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 470 040 CHF | 157 430 CHF | 97,38% | 97,38% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 459 076 CHF | 153 775 CHF | 95,55% | 95,55% |
18/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 456 140 CHF | 152 797 CHF | 93,82% | 93,82% |
15/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 460 243 CHF | 154 164 CHF | 94,49% | 94,49% |
14/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 469 231 CHF | 157 160 CHF | 98,64% | 98,64% |
13/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 422 533 CHF | 141 594 CHF | 97,18% | 97,18% |
12/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 445 507 CHF | 149 252 CHF | 97,43% | 97,43% |
11/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 461 962 CHF | 154 737 CHF | 95,40% | 95,40% |
08/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 449 886 CHF | 150 712 CHF | 96,80% | 96,80% |
07/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 439 762 CHF | 147 337 CHF | 98,05% | 98,05% |