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 | 0,53% | 1,92 CHF | 1,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 424 831 CHF | 142 360 CHF | 98,96% | 98,96% |
19/11/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 422 578 CHF | 141 609 CHF | 94,93% | 94,93% |
18/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 401 154 CHF | 134 468 CHF | 98,98% | 98,98% |
15/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 399 267 CHF | 133 839 CHF | 99,38% | 99,38% |
14/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 418 572 CHF | 140 274 CHF | 98,22% | 98,22% |
13/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 410 393 CHF | 137 548 CHF | 96,91% | 96,91% |
12/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 397 248 CHF | 133 166 CHF | 97,85% | 97,85% |
11/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 404 574 CHF | 135 608 CHF | 98,31% | 98,31% |
08/11/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 388 937 CHF | 130 396 CHF | 95,89% | 95,89% |
07/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 281 132 | 93 711 | 475 017 CHF | 159 276 CHF | 98,61% | 98,61% |