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 | 0,62% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 361 264 CHF | 121 171 CHF | 98,36% | 98,36% |
19/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 347 855 CHF | 116 702 CHF | 96,18% | 96,18% |
18/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 851 CHF | 117 367 CHF | 96,19% | 96,19% |
15/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 927 CHF | 117 392 CHF | 95,50% | 95,50% |
14/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 338 998 CHF | 113 749 CHF | 98,39% | 98,39% |
13/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 337 639 CHF | 113 296 CHF | 98,23% | 98,23% |
12/11/2024 | 0,64% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 353 304 CHF | 118 518 CHF | 98,93% | 98,93% |
11/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 376 470 CHF | 126 240 CHF | 97,88% | 97,88% |
08/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 348 629 CHF | 116 960 CHF | 98,80% | 98,80% |
07/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 309 CHF | 117 186 CHF | 98,27% | 98,27% |