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 | 0,76% | 1,31 CHF | 1,32 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 162 936 CHF | 164 186 CHF | 97,59% | 97,59% |
19/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 160 738 CHF | 161 988 CHF | 99,39% | 99,39% |
18/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 174 114 CHF | 175 364 CHF | 99,35% | 99,35% |
15/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 169 377 CHF | 170 627 CHF | 97,90% | 97,90% |
14/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 181 075 CHF | 182 325 CHF | 99,22% | 99,22% |
13/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 173 913 CHF | 175 163 CHF | 98,77% | 98,77% |
12/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 174 326 CHF | 175 576 CHF | 99,12% | 99,12% |
11/11/2024 | 0,77% | 1,39 CHF | 1,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 162 636 CHF | 163 886 CHF | 98,15% | 98,15% |
08/11/2024 | 0,86% | 1,22 CHF | 1,23 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 145 386 CHF | 146 636 CHF | 99,50% | 99,50% |
07/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 147 526 CHF | 148 776 CHF | 99,37% | 99,37% |