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 | 0,56% | 1,82 CHF | 1,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 401 608 CHF | 134 619 CHF | 98,96% | 98,96% |
19/11/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 398 610 CHF | 133 620 CHF | 94,93% | 94,93% |
18/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 376 979 CHF | 126 410 CHF | 98,77% | 98,77% |
15/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 375 410 CHF | 125 887 CHF | 99,38% | 99,38% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 394 231 CHF | 132 160 CHF | 98,24% | 98,24% |
13/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 386 573 CHF | 129 608 CHF | 96,92% | 96,92% |
12/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 373 185 CHF | 125 145 CHF | 97,60% | 97,60% |
11/11/2024 | 0,59% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 380 435 CHF | 127 562 CHF | 98,31% | 98,31% |
08/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 364 867 CHF | 122 372 CHF | 99,32% | 99,32% |
07/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 356 566 CHF | 119 605 CHF | 98,60% | 98,60% |