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 | 0,49% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 453 726 CHF | 151 992 CHF | 98,87% | 98,87% |
19/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 425 983 CHF | 142 744 CHF | 98,69% | 98,69% |
18/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 424 906 CHF | 142 385 CHF | 98,89% | 98,89% |
15/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 426 471 CHF | 142 907 CHF | 98,19% | 98,19% |
14/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 437 396 CHF | 146 549 CHF | 97,64% | 97,64% |
13/11/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 427 021 CHF | 143 090 CHF | 98,84% | 98,84% |
12/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 449 684 CHF | 150 645 CHF | 98,93% | 98,93% |
11/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 461 103 CHF | 154 451 CHF | 98,88% | 98,88% |
08/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 453 451 CHF | 151 900 CHF | 98,40% | 98,40% |
07/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 434 297 CHF | 145 516 CHF | 98,17% | 98,17% |