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 | 0,51% | 1,91 CHF | 1,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 438 978 CHF | 147 076 CHF | 98,86% | 98,86% |
19/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 410 709 CHF | 137 653 CHF | 98,73% | 98,73% |
18/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 410 418 CHF | 137 556 CHF | 98,91% | 98,91% |
15/11/2024 | 0,54% | 1,79 CHF | 1,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 411 806 CHF | 138 019 CHF | 98,09% | 98,09% |
14/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 423 165 CHF | 141 805 CHF | 97,17% | 97,17% |
13/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 412 741 CHF | 138 330 CHF | 98,86% | 98,86% |
12/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 435 628 CHF | 145 959 CHF | 98,91% | 98,91% |
11/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 447 025 CHF | 149 758 CHF | 98,88% | 98,88% |
08/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 438 642 CHF | 146 964 CHF | 98,73% | 98,73% |
07/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 419 398 CHF | 140 549 CHF | 98,16% | 98,16% |