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% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 385 541 CHF | 129 264 CHF | 97,63% | 97,63% |
19/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 367 067 CHF | 123 106 CHF | 96,55% | 96,55% |
18/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 388 153 CHF | 130 134 CHF | 97,46% | 97,46% |
15/11/2024 | 0,52% | 1,74 CHF | 1,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 429 020 CHF | 143 756 CHF | 91,82% | 91,82% |
14/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 469 820 CHF | 157 357 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 427 649 CHF | 143 300 CHF | 99,06% | 99,06% |
12/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 409 097 CHF | 137 116 CHF | 99,36% | 99,36% |
11/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 421 848 CHF | 141 366 CHF | 99,34% | 99,34% |
08/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 424 369 CHF | 142 206 CHF | 99,33% | 99,33% |
07/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 412 388 CHF | 138 213 CHF | 98,59% | 98,59% |