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 | 0,59% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 378 206 CHF | 126 819 CHF | 97,54% | 97,54% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 367 951 CHF | 123 400 CHF | 95,25% | 95,25% |
18/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 364 714 CHF | 122 321 CHF | 94,20% | 94,20% |
15/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 368 582 CHF | 123 611 CHF | 94,37% | 94,37% |
14/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 377 644 CHF | 126 631 CHF | 98,69% | 98,69% |
13/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 331 895 CHF | 111 382 CHF | 97,05% | 97,05% |
12/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 354 237 CHF | 118 829 CHF | 97,42% | 97,42% |
11/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 230 CHF | 124 160 CHF | 95,39% | 95,39% |
08/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 358 305 CHF | 120 185 CHF | 96,79% | 96,79% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 035 CHF | 155 678 CHF | 98,06% | 98,06% |