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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 447 250 CHF | 149 833 CHF | 97,67% | 97,67% |
22/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 408 564 CHF | 136 938 CHF | 88,91% | 88,91% |
20/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 380 321 CHF | 127 524 CHF | 97,24% | 97,24% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 376 370 CHF | 126 206 CHF | 87,56% | 87,56% |
18/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 392 235 CHF | 131 495 CHF | 96,23% | 96,23% |
15/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 394 407 CHF | 132 219 CHF | 96,49% | 96,49% |
14/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 403 549 CHF | 135 266 CHF | 90,93% | 90,93% |
13/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 398 166 CHF | 133 472 CHF | 83,99% | 83,99% |
12/11/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 428 067 CHF | 143 439 CHF | 99,35% | 99,35% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 433 627 CHF | 145 292 CHF | 96,68% | 96,68% |