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 | 0,54% | 1,81 CHF | 1,82 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 416 112 CHF | 139 454 CHF | 99,37% | 99,37% |
19/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 385 345 CHF | 129 198 CHF | 96,74% | 96,74% |
18/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 458 575 CHF | 153 608 CHF | 97,62% | 97,62% |
15/11/2024 | 0,46% | 2,05 CHF | 2,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 489 468 CHF | 163 906 CHF | 96,56% | 96,56% |
14/11/2024 | 0,46% | 2,31 CHF | 2,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 486 784 CHF | 163 012 CHF | 99,40% | 99,40% |
13/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 463 146 CHF | 155 132 CHF | 99,39% | 99,39% |
12/11/2024 | 0,48% | 1,96 CHF | 1,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 467 363 CHF | 156 538 CHF | 99,36% | 99,36% |
11/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 458 211 CHF | 153 487 CHF | 99,33% | 99,33% |
08/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 434 873 CHF | 145 708 CHF | 99,28% | 99,28% |
07/11/2024 | 0,48% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 463 872 CHF | 155 374 CHF | 98,69% | 98,69% |