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 | 0,63% | 1,54 CHF | 1,55 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 356 843 CHF | 79 799 CHF | 99,38% | 99,38% |
19/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 338 257 CHF | 75 668 CHF | 99,38% | 99,38% |
18/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 346 874 CHF | 77 583 CHF | 99,38% | 99,38% |
15/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 355 659 CHF | 79 535 CHF | 99,34% | 99,34% |
14/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 349 335 CHF | 78 130 CHF | 99,38% | 99,38% |
13/11/2024 | 0,65% | 1,60 CHF | 1,61 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 347 014 CHF | 77 614 CHF | 99,38% | 99,38% |
12/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 354 743 CHF | 79 332 CHF | 99,15% | 99,15% |
11/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 373 147 CHF | 83 422 CHF | 99,13% | 99,13% |
08/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 359 565 CHF | 80 403 CHF | 99,38% | 99,38% |
07/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 354 044 CHF | 79 176 CHF | 98,56% | 98,56% |