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 | 0,58% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 386 948 CHF | 129 733 CHF | 98,87% | 98,87% |
19/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 359 788 CHF | 120 679 CHF | 98,72% | 98,72% |
18/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 358 530 CHF | 120 260 CHF | 98,89% | 98,89% |
15/11/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 360 080 CHF | 120 777 CHF | 98,02% | 98,02% |
14/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 741 CHF | 124 330 CHF | 97,63% | 97,63% |
13/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 360 557 CHF | 120 936 CHF | 98,84% | 98,84% |
12/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 382 789 CHF | 128 346 CHF | 98,31% | 98,31% |
11/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 394 134 CHF | 132 128 CHF | 98,88% | 98,88% |
08/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 386 429 CHF | 129 560 CHF | 98,73% | 98,73% |
07/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 279 827 | 93 276 | 456 089 CHF | 152 962 CHF | 98,16% | 98,16% |