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% | 2,10 CHF | 2,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 464 423 CHF | 155 558 CHF | 98,96% | 98,96% |
19/11/2024 | 0,49% | 2,16 CHF | 2,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 461 405 CHF | 154 552 CHF | 94,94% | 94,94% |
18/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 437 444 CHF | 146 564 CHF | 99,17% | 99,17% |
15/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 436 084 CHF | 146 111 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 457 324 CHF | 153 191 CHF | 98,22% | 98,22% |
13/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 447 660 CHF | 149 970 CHF | 96,92% | 96,92% |
12/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 433 702 CHF | 145 317 CHF | 97,86% | 97,86% |
11/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 442 460 CHF | 148 237 CHF | 98,30% | 98,30% |
08/11/2024 | 0,53% | 1,97 CHF | 1,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 425 090 CHF | 142 447 CHF | 95,66% | 95,66% |
07/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 416 109 CHF | 139 453 CHF | 98,62% | 98,62% |