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 | 0,59% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 379 584 CHF | 127 278 CHF | 97,30% | 97,30% |
19/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 369 003 CHF | 123 751 CHF | 95,87% | 95,87% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 365 725 CHF | 122 658 CHF | 94,02% | 94,02% |
15/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 225 000 | 75 000 | 230 814 | 76 938 | 379 683 CHF | 127 330 CHF | 94,46% | 94,46% |
14/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 378 609 CHF | 126 953 CHF | 98,72% | 98,72% |
13/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 444 343 CHF | 149 114 CHF | 97,05% | 97,05% |
12/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 255 578 | 85 193 | 402 376 CHF | 134 977 CHF | 97,43% | 97,43% |
11/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 371 256 CHF | 124 502 CHF | 95,40% | 95,40% |
08/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 234 374 | 78 125 | 374 274 CHF | 125 539 CHF | 96,77% | 96,77% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 465 692 CHF | 156 231 CHF | 98,03% | 98,03% |