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 | 0,53% | 1,85 CHF | 1,86 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 426 977 CHF | 95 384 CHF | 99,38% | 99,38% |
19/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 408 465 CHF | 91 270 CHF | 99,38% | 99,38% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 417 181 CHF | 93 207 CHF | 99,38% | 99,38% |
15/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 425 975 CHF | 95 161 CHF | 99,34% | 99,34% |
14/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 419 422 CHF | 93 705 CHF | 99,38% | 99,38% |
13/11/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 417 063 CHF | 93 181 CHF | 99,37% | 99,37% |
12/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 424 743 CHF | 94 887 CHF | 99,14% | 99,14% |
11/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 443 187 CHF | 98 986 CHF | 99,13% | 99,13% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 429 484 CHF | 95 941 CHF | 99,38% | 99,38% |
07/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 424 041 CHF | 94 731 CHF | 98,56% | 98,56% |