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 | 0,61% | 1,59 CHF | 1,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 365 791 CHF | 122 680 CHF | 97,58% | 97,58% |
19/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 354 784 CHF | 119 011 CHF | 95,65% | 95,65% |
18/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 351 624 CHF | 117 958 CHF | 94,50% | 94,50% |
15/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 355 412 CHF | 119 221 CHF | 94,37% | 94,37% |
14/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 364 552 CHF | 122 267 CHF | 98,63% | 98,63% |
13/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 318 333 CHF | 106 861 CHF | 97,07% | 97,07% |
12/11/2024 | 0,66% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 341 083 CHF | 114 444 CHF | 97,43% | 97,43% |
11/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 357 434 CHF | 119 895 CHF | 95,40% | 95,40% |
08/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 345 265 CHF | 115 838 CHF | 96,79% | 96,79% |
07/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 334 634 CHF | 112 294 CHF | 98,02% | 98,02% |