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 | 0,63% | 1,61 CHF | 1,62 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 354 726 CHF | 118 992 CHF | 99,20% | 99,20% |
19/11/2024 | 0,64% | 1,68 CHF | 1,69 CHF | 225 000 | 75 000 | 224 999 | 74 998 | 353 163 CHF | 118 469 CHF | 95,18% | 95,18% |
18/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 329 609 CHF | 110 620 CHF | 99,06% | 99,06% |
15/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 327 772 CHF | 110 007 CHF | 99,52% | 99,52% |
14/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 030 CHF | 117 093 CHF | 97,05% | 97,05% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 340 085 CHF | 114 112 CHF | 96,91% | 96,91% |
12/11/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 326 524 CHF | 109 591 CHF | 99,58% | 99,58% |
11/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 335 308 CHF | 112 519 CHF | 97,93% | 97,93% |
08/11/2024 | 0,70% | 1,50 CHF | 1,51 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 319 077 CHF | 107 109 CHF | 99,58% | 99,58% |
07/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 310 324 CHF | 104 191 CHF | 98,78% | 98,78% |