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 | 0,55% | 1,83 CHF | 1,84 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 228 636 CHF | 229 886 CHF | 99,49% | 99,49% |
19/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 223 119 CHF | 224 369 CHF | 98,65% | 98,65% |
18/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 228 173 CHF | 229 423 CHF | 99,32% | 99,32% |
15/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 226 145 CHF | 227 395 CHF | 99,42% | 99,42% |
14/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 216 971 CHF | 218 221 CHF | 99,19% | 99,19% |
13/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 125 000 | 125 000 | 111 785 | 111 785 | 190 215 CHF | 191 333 CHF | 99,02% | 99,02% |
12/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 107 417 CHF | 108 047 CHF | 99,00% | 99,00% |
11/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 102 271 CHF | 102 901 CHF | 99,28% | 99,28% |
08/11/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 96 385 CHF | 97 015 CHF | 99,42% | 99,42% |
07/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 92 600 CHF | 93 230 CHF | 16,09% | 16,09% |