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 | 0,78% | 1,24 CHF | 1,25 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 288 158 CHF | 96 803 CHF | 97,82% | 97,82% |
19/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 284 557 CHF | 95 602 CHF | 87,56% | 87,56% |
18/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 299 919 CHF | 100 723 CHF | 96,25% | 96,25% |
15/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 302 483 CHF | 101 578 CHF | 96,46% | 96,46% |
14/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 311 376 CHF | 104 542 CHF | 90,89% | 90,89% |
13/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 306 212 CHF | 102 820 CHF | 83,98% | 83,98% |
12/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 336 519 CHF | 112 923 CHF | 99,37% | 99,37% |
11/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 341 925 CHF | 114 725 CHF | 96,65% | 96,65% |
08/11/2024 | 0,62% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 361 948 CHF | 121 399 CHF | 99,35% | 99,35% |
07/11/2024 | 0,55% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 408 871 CHF | 137 040 CHF | 69,10% | 69,10% |