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 | 0,61% | 1,61 CHF | 1,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 369 553 CHF | 123 934 CHF | 98,86% | 98,86% |
19/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 341 602 CHF | 114 617 CHF | 98,73% | 98,73% |
18/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 341 062 CHF | 114 437 CHF | 98,90% | 98,90% |
15/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 342 393 CHF | 114 881 CHF | 98,18% | 98,18% |
14/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 353 847 CHF | 118 699 CHF | 97,64% | 97,64% |
13/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 343 469 CHF | 115 240 CHF | 98,86% | 98,86% |
12/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 366 263 CHF | 122 838 CHF | 98,22% | 98,22% |
11/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 377 531 CHF | 126 594 CHF | 98,88% | 98,88% |
08/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 369 098 CHF | 123 782 CHF | 98,68% | 98,68% |
07/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 834 CHF | 117 361 CHF | 98,16% | 98,16% |