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 | 0,73% | 1,33 CHF | 1,34 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 306 032 CHF | 102 761 CHF | 98,62% | 98,62% |
19/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 225 000 | 75 000 | 232 415 | 77 472 | 303 227 CHF | 101 850 CHF | 96,08% | 96,08% |
18/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 294 990 CHF | 99 080 CHF | 96,80% | 96,80% |
15/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 294 476 CHF | 98 909 CHF | 95,44% | 95,44% |
14/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 225 000 | 75 000 | 258 378 | 86 126 | 324 869 CHF | 109 151 CHF | 98,31% | 98,31% |
13/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 282 294 | 94 098 | 354 764 CHF | 119 196 CHF | 98,27% | 98,27% |
12/11/2024 | 0,75% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 227 918 | 75 973 | 301 030 CHF | 101 103 CHF | 98,93% | 98,93% |
11/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 319 194 CHF | 107 148 CHF | 97,87% | 97,87% |
08/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 225 000 | 75 000 | 225 677 | 75 226 | 294 068 CHF | 98 775 CHF | 98,82% | 98,82% |
07/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 225 000 | 75 000 | 259 963 | 86 654 | 338 069 CHF | 113 556 CHF | 98,28% | 98,28% |