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 | 0,48% | 2,02 CHF | 2,03 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 463 395 CHF | 155 215 CHF | 98,86% | 98,86% |
19/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 436 564 CHF | 146 271 CHF | 98,72% | 98,72% |
18/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 435 781 CHF | 146 010 CHF | 98,90% | 98,90% |
15/11/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 437 547 CHF | 146 599 CHF | 98,23% | 98,23% |
14/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 448 080 CHF | 150 110 CHF | 97,63% | 97,63% |
13/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 437 862 CHF | 146 704 CHF | 98,85% | 98,85% |
12/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 460 119 CHF | 154 123 CHF | 98,42% | 98,42% |
11/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 471 509 CHF | 157 920 CHF | 98,87% | 98,87% |
08/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 463 856 CHF | 155 369 CHF | 97,68% | 97,68% |
07/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 300 000 | 100 000 | 292 881 | 97 627 | 579 103 CHF | 194 011 CHF | 98,17% | 98,17% |