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 | 0,78% | 1,22 CHF | 1,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 286 762 CHF | 96 337 CHF | 99,38% | 99,38% |
19/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 268 333 CHF | 90 194 CHF | 99,38% | 99,38% |
18/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 276 909 CHF | 93 053 CHF | 99,38% | 99,38% |
15/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 285 448 CHF | 95 899 CHF | 99,34% | 99,34% |
14/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 279 367 CHF | 93 873 CHF | 99,38% | 99,38% |
13/11/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 277 190 CHF | 93 147 CHF | 99,37% | 99,37% |
12/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 284 998 CHF | 95 749 CHF | 99,14% | 99,14% |
11/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 303 387 CHF | 101 879 CHF | 99,13% | 99,13% |
08/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 289 968 CHF | 97 406 CHF | 99,38% | 99,38% |
07/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 284 351 CHF | 95 534 CHF | 98,56% | 98,56% |