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 | 0,71% | 1,33 CHF | 1,34 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 315 800 CHF | 106 017 CHF | 97,81% | 97,81% |
19/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 298 446 CHF | 100 232 CHF | 96,47% | 96,47% |
18/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 318 574 CHF | 106 941 CHF | 97,56% | 97,56% |
15/11/2024 | 0,63% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 357 293 CHF | 119 848 CHF | 91,86% | 91,86% |
14/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 396 673 CHF | 132 974 CHF | 99,16% | 99,16% |
13/11/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 356 393 CHF | 119 548 CHF | 99,11% | 99,11% |
12/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 338 741 CHF | 113 664 CHF | 99,35% | 99,35% |
11/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 350 781 CHF | 117 677 CHF | 99,32% | 99,32% |
08/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 354 108 CHF | 118 786 CHF | 99,33% | 99,33% |
07/11/2024 | 0,65% | 1,62 CHF | 1,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 342 912 CHF | 115 054 CHF | 98,64% | 98,64% |