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 | 0,55% | 1,84 CHF | 1,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 408 530 CHF | 136 927 CHF | 99,09% | 99,09% |
19/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 420 211 CHF | 140 820 CHF | 96,68% | 96,68% |
18/11/2024 | 0,61% | 1,92 CHF | 1,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 414 CHF | 124 221 CHF | 97,58% | 97,58% |
15/11/2024 | 0,62% | 1,53 CHF | 1,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 362 009 CHF | 121 420 CHF | 96,55% | 96,55% |
14/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 834 CHF | 124 361 CHF | 99,36% | 99,36% |
13/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 225 000 | 75 000 | 224 932 | 74 888 | 369 219 CHF | 123 674 CHF | 99,38% | 99,38% |
12/11/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 365 848 CHF | 122 699 CHF | 99,34% | 99,34% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 225 000 | 75 000 | 224 935 | 74 936 | 350 048 CHF | 117 366 CHF | 99,33% | 99,33% |
08/11/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 331 871 CHF | 111 374 CHF | 99,32% | 99,32% |
07/11/2024 | 0,78% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 226 102 | 75 367 | 289 805 CHF | 97 355 CHF | 98,47% | 98,47% |