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 | 0,63% | 1,54 CHF | 1,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 357 310 CHF | 119 853 CHF | 97,67% | 97,67% |
19/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 353 484 CHF | 118 578 CHF | 87,55% | 87,55% |
18/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 369 698 CHF | 123 983 CHF | 96,27% | 96,27% |
15/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 372 078 CHF | 124 776 CHF | 96,50% | 96,50% |
14/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 381 241 CHF | 127 830 CHF | 90,93% | 90,93% |
13/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 375 222 CHF | 125 824 CHF | 83,98% | 83,98% |
12/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 407 078 CHF | 136 443 CHF | 99,35% | 99,35% |
11/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 412 175 CHF | 138 142 CHF | 96,66% | 96,66% |
08/11/2024 | 0,52% | 1,80 CHF | 1,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 432 457 CHF | 144 902 CHF | 99,35% | 99,35% |
07/11/2024 | 0,47% | 2,00 CHF | 2,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 474 649 CHF | 158 966 CHF | 45,77% | 69,13% |