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 | 0,60% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 376 970 CHF | 126 407 CHF | 98,97% | 98,97% |
19/11/2024 | 0,60% | 1,77 CHF | 1,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 374 951 CHF | 125 734 CHF | 94,95% | 94,95% |
18/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 353 181 CHF | 118 477 CHF | 99,43% | 99,43% |
15/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 351 293 CHF | 117 848 CHF | 99,38% | 99,38% |
14/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 371 621 CHF | 124 624 CHF | 97,31% | 97,31% |
13/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 362 737 CHF | 121 662 CHF | 96,92% | 96,92% |
12/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 348 224 CHF | 116 825 CHF | 97,60% | 97,60% |
11/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 356 722 CHF | 119 658 CHF | 98,30% | 98,30% |
08/11/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 341 094 CHF | 114 448 CHF | 95,28% | 95,28% |
07/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 332 244 CHF | 111 498 CHF | 98,60% | 98,60% |