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 | 0,72% | 1,27 CHF | 1,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 312 619 CHF | 104 956 CHF | 98,15% | 98,15% |
19/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 285 478 CHF | 95 909 CHF | 96,47% | 96,47% |
18/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 325 988 CHF | 109 413 CHF | 96,80% | 96,80% |
15/11/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 357 629 CHF | 119 960 CHF | 96,09% | 96,09% |
14/11/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 355 062 CHF | 119 104 CHF | 98,78% | 98,78% |
13/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 290 371 CHF | 97 540 CHF | 98,98% | 98,98% |
12/11/2024 | 0,64% | 1,32 CHF | 1,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 917 CHF | 117 389 CHF | 98,57% | 98,57% |
11/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 407 306 CHF | 136 519 CHF | 97,85% | 97,85% |
08/11/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 366 600 CHF | 122 950 CHF | 98,79% | 98,79% |
07/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 393 340 CHF | 131 863 CHF | 98,20% | 98,20% |