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 | 0,54% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 417 958 CHF | 140 069 CHF | 97,41% | 97,41% |
19/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 406 974 CHF | 136 408 CHF | 95,67% | 95,67% |
18/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 403 847 CHF | 135 366 CHF | 94,55% | 94,55% |
15/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 407 796 CHF | 136 682 CHF | 94,32% | 94,32% |
14/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 416 823 CHF | 139 691 CHF | 98,58% | 98,58% |
13/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 296 CHF | 124 182 CHF | 97,19% | 97,19% |
12/11/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 393 168 CHF | 131 806 CHF | 97,41% | 97,41% |
11/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 409 561 CHF | 137 270 CHF | 95,38% | 95,38% |
08/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 397 508 CHF | 133 253 CHF | 96,78% | 96,78% |
07/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 387 116 CHF | 129 789 CHF | 98,05% | 98,05% |