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 | 0,82% | 1,18 CHF | 1,19 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 273 257 CHF | 91 836 CHF | 98,32% | 98,32% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 259 560 CHF | 87 270 CHF | 96,16% | 96,16% |
18/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 261 874 CHF | 88 041 CHF | 96,78% | 96,78% |
15/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 261 323 CHF | 87 858 CHF | 95,43% | 95,43% |
14/11/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 250 326 CHF | 84 192 CHF | 98,31% | 98,31% |
13/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 249 084 CHF | 83 778 CHF | 98,24% | 98,24% |
12/11/2024 | 0,84% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 265 352 CHF | 89 201 CHF | 98,93% | 98,93% |
11/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 289 004 CHF | 97 085 CHF | 97,86% | 97,86% |
08/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 260 197 CHF | 87 482 CHF | 98,83% | 98,83% |
07/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 260 852 CHF | 87 701 CHF | 98,30% | 98,30% |