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 | 0,76% | 1,29 CHF | 1,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 296 660 CHF | 99 637 CHF | 98,59% | 98,59% |
19/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 283 931 CHF | 95 394 CHF | 96,14% | 96,14% |
18/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 285 503 CHF | 95 918 CHF | 96,22% | 96,22% |
15/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 285 403 CHF | 95 884 CHF | 95,36% | 95,36% |
14/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 225 000 | 75 000 | 225 751 | 75 250 | 275 973 CHF | 92 743 CHF | 98,38% | 98,38% |
13/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 273 991 CHF | 92 080 CHF | 98,27% | 98,27% |
12/11/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 288 913 CHF | 97 055 CHF | 98,92% | 98,92% |
11/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 311 287 CHF | 104 512 CHF | 97,88% | 97,88% |
08/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 284 386 CHF | 95 545 CHF | 98,82% | 98,82% |
07/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 285 092 CHF | 95 781 CHF | 98,16% | 98,16% |